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[经济学方法论] Optimal Control Theory: Applications to Management Science and Economics [推广有奖]

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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

2.1.1 The Mathematical Model

2.1.2 Constraints

2.1.3 The Objective Function

2.1.4 The Optimal Control Problem

2.2 Dynamic Programming and the Maximum Principle

2.2.1 The Hamilton-Jacobi-Bellman Equation

2.2.2 Derivation of the Adjoint Equation

2.2.3 The Maximum Principle

2.2.4 Economic Interpretations of the Maximimi 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

3.1 A Maximum Principle for Problems with Mixed Inequality Constraints

3.2 Sufficiency Conditions

3.3 Current-Value Formulation

3.4 Terminal Conditions

3.4.1 Examples Illustrating 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

4.1.1 Jimip Conditions

4.2 A Maximimi Principle: 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

5.1.1 The Model

5.1.2 Solution by the Maximum Principle

5.1.3 An Extension Disallowing Overdraft and Short-Selling

5.2 Optimal Financing Model

5.2.1 The Model

5.2.2 Application of the Maximum Principle

5.2.3 Synthesis of Optimal Control Paths

5.2.4 Solution for the Infinite Horizon Problem

6 Applications to Production and Inventory

6.1 A Production-Inventory System

6.1.1 The Production-Inventory Model

6.1.2 Solution by the Maximum Principle

6.1.3 The Infinite Horizon Solution

6.1.4 A Complete Analysis of the Constant Positive S Case with Infinite Horizon

6.1.5 Special Cases of Time Varying Demands

6.2 Continuous Wheat Trading Model

6.2.1 The Model

6.2.2 Solution by the Maximum Principle

6.2.3 Complete Solution of a Special Case

6.2.4 The Wheat Trading Model with No Short-Selling

6.3 Decision Horizons and Forecast Horizons

6.3.1 Horizons for the Wheat Trading Model

6.3.2 Horizons for the Wheat Trading Model with Warehousing Constraint

7 Applications to Marketing

7.1 The Nerlove-Arrow Advertising Model

7.1.1 The Model

7.1.2 Solution by the Maximum Principle

7.1.3 A Nonlinear Extension

7.2 The Vidale-Wolfe Advertising Model

7.2.1 Optimal Control Formulation for the Vidale-Wolfe Model

7.2.2 Solution Using Green's Theorem when Q is Large

7.2.3 Solution When Q Is Small

7.2.4 Solution When T Is Infinite

8 The Maximum Principle: Discrete Time

8.1 Nonlinear Programming Problems

8.1.1 Lagrange Multipliers

8.1.2 Inequahty Constraints

8.1.3 Theorems from Nonlinear Programming

8.2 A Discrete Maximimi Principle

8.2.1 A Discrete-Time Optimal Control Problem

8.2.2 A Discrete Maximum Principle

8.2.3 Examples

8.3 A General Discrete Maximum Principle

9 Maintenance and Replacement

9.1 A Simple Maintenance and Replacement Model

9.1.1 The Model

9.1.2 Solution by the Maximum Principle

9.1.3 A Nimierical Example

9.1.4 An Extension

9.2 Maintenance and Replacement for a Machine Subject to Failure

9.2.1 The Model

9.2.2 Optimal Policy

9.2.3 Determination of the Sale Date

9.3 Chain of Machines

9.3.1 The Model

9.3.2 Solution by the Discrete Maximum Principle

9.3.3 Special Case of Bang-Bang Control

9.3.4 Incorporation into the Wagner-Whitin Framework for a Complete Solution

9.3.5 A Nimierical Example

10 Applications to Natural Resources

10.1 The Sole Owner Fishery Resource Model

10.1.1 The Dynamics of Fishery Models

10.1.2 The Sole Owner Model

10.1.3 Solution by Green's Theorem

10.2 An Optimal Forest Thinning Model

10.2.1 The Forestry Model

10.2.2 Determination of Optimal Thinning

10.2.3 A Chain of Forests Model

10.3 An Exhaustible Resource Model

10.3.1 Formulation of the Model

10.3.2 Solution by the Maximum Principle

11 Economic Applications

11.1 Models of Optimal Economic Growth

11.1.1 An Optimal Capital Accumulation Model

11.1.2 Solution by the Maximimi Principle

11.1.3 A One-Sector Model with a Growing Labor Force

11.1.4 Solution by the Maximum Principle

11.2 A Model of Optimal Epidemic Control

11.2.1 Formulation of the Model

11.2.2 Solution by Green's Theorem

11.3 A Pollution Control Model

11.3.1 Model Formulation

11.3.2 Solution by the Maxim-um Principle

11.3.3 Phase Diagram Analysis

11.4 Miscellaneous Applications

12 Differential Games, Distributed Systems, and Impulse Control

12.1 Differential Games

12.1.1 Two Person Zero-Sum Differential Games

12.1.2 Nonzero-Simm Differential Games

12.1.3 An Application to the Common-Property Fishery Resources

12.2 Distributed Parameter Systems

12.2.1 The Distributed Parameter Maximum Principle

12.2.2 The Cattle Ranching Problem

12.2.3 Interpretation of the Adjoint Function

12.3 Impulse Control

12.3.1 The Oil Driller's Problem

12.3.2 The Maximimi Principle for Impulse Optimal Control

12.3.3 Solution of the Oil Driller's Problem

12.3.4 Machine Maintenance and Replacement

12.3.5 Application of the Impulse Maximum Principle

13 Stochastic Optimal Control

13.1 The Kahnan Filter

13.2 Stochastic Optimal Control

13.3 A Stochastic Production Planning Model

13.3.1 Solution for the Production Planning Problem

13.4 A Stochastic Advertising Problem

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

A.11.1Changing Polynomials in Powers of κ into Factorial Powers of κ

A. 11.2 Changing Factorial Powers of k into Ordinary Powers of κ

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

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关键词:Applications Application Management Managemen Economics Science Economics Theory Applications Management

aizhendoor 发表于 2008-10-9 10:28:00 |显示全部楼层 |坛友微信交流群
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