Introductory optimization dynamics [electronic resource] : optimal control with economics and management science applications / Pierre N.V. Tu.

Optimal Control theory has been increasingly used in Economi- and Management Science in the last fifteen years or so. It is now commonplace, even at textbook level. It has been applied to a great many areas of Economics and Management Science, such as Optimal Growth, Optimal Population, Pollution co...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Tu, Pierre N. V. (Pierre Ninh Van)
Format: Electronic eBook
Language:English
Published: Berlin ; New York : Springer-Verlag, 1984.
Subjects:
Table of Contents:
  • 1 Introduction
  • 2 The Calculus of Variations
  • 3 Boundary Conditions in Variational Problems
  • 4 Second Variations and Sufficiency Conditions
  • 5 Optimal Control: The Variational Approach
  • 6 Constrained Optimai Control Problems
  • 7 Linear Optimal Control
  • 8 Stabilization Control Models
  • 9 Discrete Control Systems
  • 10 Sensitivity Analysis
  • 11 Some Economic and Management Applications
  • Mathematical Appendix: Review Of Differential And Difference Equations
  • A.1 Introduction
  • A.2 Differential Equations
  • A.2.1 First Order Linear Differential Equation Systems
  • A.2.2 Fundamental Matrix
  • A.2.3 The nth Order Differential Equation
  • A.2.4 Non-Homogeneous First Order Differential Equation Systems
  • A.3 Difference Equations
  • A.4 Stability of Differential and Difference Equations
  • A.5 Phase Diagrams and Non-Linear Differential Equations
  • A.6 Isoclines
  • A.7 Non-Linear Differential Equations
  • A.8 Phase Diagrams of Difference Equations
  • A.9 Liapunov's Second (or Direct) Method
  • References.