Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The intention of this textbook is to provide both, the theoretical and computational tools that are necessary to investigate and to solve optimal control problems with ordinary differential equations and differential-algebraic equations. An emphasis is placed on the interplay between the continuous optimal control problem, which typically is defined and analyzed in a Banach space setting, and discrete optimal control problems, which are obtained by discretization and lead to finite dimensional optimization problems. The book addresses primarily master and PhD students as well as researchers in applied mathematics, but also engineers or scientists with a good background in mathematics and interest in optimal control. The theoretical parts of the book require some knowledge of functional analysis, the numerically oriented parts require knowledge from linear algebra and numerical analysis. Examples are provided for illustration purposes.

Control theory - Mathematical models. --- Control theory -- Mathematical models. --- Mathematical optimization. --- Mathematics. --- Optimal control. --- Control theory --- Mathematical optimization --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Operations Research --- Mathematical models --- Mathematical models. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- E-books --- Control Theory. --- DAE. --- ODE. --- Optimal.

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Planning (firm) --- Methodology of economics --- Mathematical statistics --- Economics, Mathematical --- Control theory --- Mathématiques économiques --- Théorie de la commande --- Addresses, essays, lectures --- AA / International- internationaal --- 330.2 --- 330.105 --- 305.1 --- 519.715 --- -Economics, Mathematical --- -Economics --- Mathematical economics --- Econometrics --- Economics --- Mathematics --- Dynamics --- Machine theory --- Economische analyse en research. Theorie van de informatie. --- Wiskundige economie. Wiskundige methoden in de economie --- Lineaire en kwadratische programmatie. Operationeel onderzoek. --- Analysis problems in control theory --- Methodology --- Control theory. --- Economics, Mathematical. --- -Economische analyse en research. Theorie van de informatie. --- 519.715 Analysis problems in control theory --- 330.105 Wiskundige economie. Wiskundige methoden in de economie --- -519.715 Analysis problems in control theory --- Mathématiques économiques --- Théorie de la commande --- Lineaire en kwadratische programmatie. Operationeel onderzoek --- Economische analyse en research. Theorie van de informatie --- Economics, Mathematical - Addresses, essays, lectures --- Control theory - Addresses, essays, lectures

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.

Stochastic control theory --- Optimal stopping (Mathematical statistics) --- Stochastic differential equations --- 519.2 --- 629.8312 --- 303.0 --- 305.976 --- 330.3 --- AA / International- internationaal --- Differential equations --- Fokker-Planck equation --- Control theory --- Stochastic processes --- Stopping, Optimal (Mathematical statistics) --- Sequential analysis --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Algoritmen. Optimisatie --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Stochastic control theory. --- Stochastic differential equations. --- Mathematical Sciences --- Probability

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

A rigorous introduction to optimal control theory, with an emphasis on applications in economics. Appendices provide a mathematical review and full solutions to all end-of-chapter problems.

Mathematical control systems --- Economics --- Control theory --- Mathematical optimization --- Game theory --- Mathematical models --- -Control theory --- AA / International- internationaal --- 305.6 --- 305.976 --- Games, Theory of --- Theory of games --- Mathematics --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Dynamics --- Machine theory --- Economic theory --- Political economy --- Social sciences --- Economic man --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen. --- Algoritmen. Optimisatie. --- Economics, Mathematical --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen --- Algoritmen. Optimisatie --- Control theory. --- Mathematical optimization. --- Game theory. --- Mathematical models. --- Economics - Mathematical models --- Économie politique --- Commande, Théorie de la --- Recherche opérationnelle --- Optimisation mathématique --- Théorie des jeux --- Modèles mathématiques

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Control theory. --- Decision making -- Mathematical models. --- Management science. --- Organizational behavior -- Mathematical models. --- System analysis. --- Management science --- Decision making --- Organizational behavior --- System analysis --- Control theory --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- Operations Research --- Mathematical models --- Mathematical models. --- Network theory --- Systems analysis --- Behavior in organizations --- Quantitative business analysis --- Dynamics --- Machine theory --- System theory --- Mathematical optimization --- Management --- Organization --- Psychology, Industrial --- Social psychology --- Problem solving --- Operations research --- Statistical decision --- Network analysis --- Network science --- E-books