Optimal control theory with economic applications

Atle Seierstad and Knut Sydsæter

This book serves not only as an introduction, but also as an advanced text and reference source in the field of deterministic optimal control systems governed by ordinary differential equations. It also includes an introduction to the classical calculus of variations. An important feature of the book is the inclusion of a large number of examples, in which the theory is applied to a wide variety of economics problems. The presentation of simple models helps illuminate pertinent qualitative and analytic points, useful when confronted with a more complex reality. These models cover: economic growth in both open and closed economies, exploitation of (non-) renewable resources, pollution control, behaviour of firms, and differential games. A great emphasis on precision pervades the book, setting it apart from the bulk of literature in this area. The rigorous techniques presented should help the reader avoid errors which often recur in the application of control theory within economics.

「Nielsen BookData」より

[目次]

  • Calculus of Variations. Optimal Control Theory Without Restrictions On The State Variables. Extensions. Mixed Constraints. Pure State Constraints. Mixed and Pure State Constraints.

「Nielsen BookData」より

この本の情報

書名 Optimal control theory with economic applications
著作者等 Seierstad, Atle
Sydsaeter, Knut
シリーズ名 Advanced textbooks in economics
出版元 North-Holland
刊行年月 1987
ページ数 xvi, 445 p.
大きさ 24 cm
ISBN 0444879234
NCID BA00665131
※クリックでCiNii Booksを表示
言語 英語
出版国 オランダ
この本を: 
このエントリーをはてなブックマークに追加

このページを印刷

外部サイトで検索

この本と繋がる本を検索

ウィキペディアから連想