请问谁有这本书啊?很需要这本教材!能否共享一下!本人只能找到其中的第七章内容!
本书目录如下:
Optimal Control Theory: Applications to Management Science and Economics
Written by Sethi, Suresh P.; Thompson, Gerald L.
Published by Springer in 2006
Cover
Contents
Preface to First Edition
Preface to Second Edition
1 What is Optimal Control Theory?
1.1 Basic Concepts and Definitions
1.2 Formulation of Simple Control Models
1.3 History of Optimal Control Theory
1.4 Notation and Concepts Used
2 The Maximum Principle: Continuous Time
2.1 Statement of the Problem
2.2 Dynamic Programming and the Maximum Principle
2.3 Elementary Examples
2.4 Sufficiency Conditions
2.5 Solving a TPBVP by Using Spreadsheet Software
3 The Maximum Principle: Mixed Inequality Constraints
3.2 Sufficiency Conditions
3.3 Current-Value Formulation
3.4 Terminal Conditions
3.5 Infinite Horizon and Stationarity
3.6 Model Types
4 The Maximum Principle: General Inequality C!onstraints
4.1 Pure State Variable Inequality Constraints: Indirect Method
4.3 Current-Value Maximum Principle: Indirect Method
4.4 Sufficiency Conditions
5 Applications to Finance
5.1 The Simple Cash Balance Problem
5.2 Optimal Financing Model
6 Applications to Production and Inventory
6.2 Continuous Wheat Trading Model
6.3 Decision Horizons and Forecast Horizons
7 Applications to Marketing
7.1 The Nerlove-Arrow Advertising Model
7.2 The Vidale-Wolfe Advertising Model
8 The Maximum Principle: Discrete Time
8.1 Nonlinear Programming Problems
9 Maintenance and Replacement
9.2 Maintenance and Replacement for a Machine Subject to Failure
9.3 Chain of Machines
10 Applications to Natural Resources
10.1 The Sole Owner Fishery Resource Model
10.2 An Optimal
10.3 An Exhaustible Resource Model
11 Economic Applications
11.1 Models of Optimal Economic Growth
11.4 Miscellaneous Applications
12 Differential Games, Distributed Systems, and Impulse Control
12.1 Differential Games
12.2 Distributed Parameter Systems
12.3 Impulse Control
13 Stochastic Optimal Control
13.1 The Kahnan Filter
13.2 Stochastic Optimal Control
13.5 An Optimal Consumption-Investment Problem
13.6 Concluding Remarks
A: Solutions of Linear Differential Equations
A.1 Linear Differential Equations with Constant Coefficients
A.2 Homogeneous Equations of Order One
A.3 Homogeneous Equations of Order Two
A.4 Homogeneous Equations of Order η
A.5 Particular Solutions of Linear D.E. with Constant Coefficients
A.6 Integrating Factor
A.7 Reduction of Higher-Order Linear Equations to Systems of First-Order Linear Equations
A.8 Solution of Linear Two-Point Boundary Value Problems
A.9 Homogeneous Partial Differential Equations
A.10 Inhomogeneous Partial Differential Equations
A.11 Solutions of Finite Difference Equations
B: Calculus of Variations and Optimal Control Theory
B.1 The Simplest Variational Problem
B.2 The Euler Equation
B.3 The Shortest Distance Between Two Points on the Plane
B.4 The Brachistochrone Problem
B.5 The Weierstrass-Erdmann Corner Conditions
B.6 Legendre's Conditions: The Second Variation
B.7 Necessary Condition for a Strong Maximum
B.8 Relation to the Optimal Control Theory
C: An Alternative Derivation of the Maximum Principle
C.1 Needle-Shaped Variation
C.2 Derivation of the Adjoint Equation and the Maximum Principle
D: Special Topics in Optimal Control
D.1 Linear-Quadratic Problems
D.1.1 Certainty Equivalence or Separation Principle
D.2 Second-Order Variations
D.3 Singular Control
E: Answers to Selected Exercises
Bibliography
Index
List of Figures
List of Tables
Last Page