Dynamic Optimization and Differential Games

2010. Auflage 2012
ISBN: 978-1-4614-2680-6
Verlag: Springer Nature Singapore

Buch, Englisch, Band 135, 502 Seiten, Previously published in hardcover, Format (B × H): 156 mm x 234 mm, Gewicht: 717 g

Reihe: International Series in Operations Research & Management Science

This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.

Zielgruppe

Professional/practitioner

Autoren/Hrsg.

Friesz, Terry L

Fachgebiete

• Mathematik | Informatik Mathematik Operations Research Spieltheorie
• Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik

Inhaltsverzeichnis

Preface.- Introduction.- Nonlinear programming and discrete time optimal control.- The classical calculus of variations and optimal control in continuous time.- Infinite dimensional mathematical programming.- Static Cournot-Nash-Bertrand games and finite dimensional variational inequalities.- Cournot-Nash-Bertrand differential games.- Stochastic differential variational inequalities and stochastic dynamic games.- Dynamic supply, production and distribution planning.- Dynamic traffic assignment.- Dynamic competitive revenue management in competition.- Index.