Druck auf Anfrage Neuware - Printed after ordering - This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others.The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost.After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations.The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, .) and stochastic processes.

N� de ref. del art�culo 9783031211386

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo: An Introduction to Optimal Control Theory : The Dynamic Programming Approach
Editor: Springer International Publishing, Springer Nature Switzerland
Fecha de publicaci�n: 2023
Idioma: Ingl�s
ISBN 10: 3031211383
ISBN 13: 9783031211386
Encuadernaci�n: Buch
Estado: Neu

Acerca de

Sinopsis

This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others.

The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost.

After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations.

The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, ...) and stochastic processes.

Acerca del autor

David Gonzalez-Sanchez is an associate professor at the Mathematics Department of Universidad de Sonora and CONACYT, Mexico. He obtained a PhD degree in mathematics at CINVESTAV-IPN and a Masters in Economics at CIDE, both in Mexico. His main research interests are optimal control and game theory as well as some of its applications.
On�simo Hen�ndez-Lerma is a researcher in topics related to discrete- and continuous-time stochastic control problems and dynamic games. He is a member of the Inaugural Class of Fellows of the American Mathematical Society.
Leonardo Laura-Guarachi received the Ph. D. degree in Mathematical Sciences from the Universidad Nacional Aut�noma de M�xico. Currently he is an associate professor at the SEPI-ESE-IPN. His research interests include optimal control problems, dynamic games, and their applications.

Saul Mendoza-Palacios is a researcher at the Center for Economic Studies of El Colegio de M�xico. He concluded his doctoral studies at the Mathematics Department of CINVESTAV-IPN. His research interest are in evolutionary games, optimal transport theory in market matching models, optimal control, and applications in economics.

"Sobre este t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

Das Unternehmen AHA-BUCH GmbH: Seit der Gr�ndung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisg�nstig wie m�glich ihren B�cherwunsch zu erf�llen. Unsere Firma besch�ftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine W�nsche! Auf �ber 3700 m2 Fl�che haben wir �ber 100.000 B�cher, Modernes Antiquariat und Spiele auf Lager.

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

AHA-BUCH GmbH
Garlebsen 48, Einbeck, 37574, Germany

Condiciones de venta y env�o

Condiciones de venta

T�rminos y Condiciones Generales e Informaci�n del Cliente / Pol�tica de Privacidad

I. T�rminos y Condiciones Generales

� 1 Disposiciones b�sicas

(1)Los siguientes t�rminos y condiciones se aplican a todos los contratos que celebre con nosotros como proveedor (AHA-BUCH GmbH) a trav�s de las plataformas de Internet AbeBooks y/o ZVAB. A menos que se acuerde lo contrario, se objetar� la inclusi�n de cualquiera de sus propios t�rminos y condiciones utilizados por usted.
(2)Un consumidor en el sentid...

M�s informaci�n

Condiciones de env�o

Enviamos su pedido despu�s de recibirlos
para art�culos disponibles las �ltimas 24 horas,
para art�culos con suministro nocturno a m�s tardar 48 horas.
En caso de que necesitemos pedir un art�culo a nuestro proveedor, nuestro tiempo de env�o depende de la fecha de recepci�n de los art�culos, pero los art�culos se enviar�n el mismo d�a.

Nuestro objetivo es enviar los art�culos pedidos de la manera m�s r�pida, pero tambi�n m�s eficiente y segura a nuestros clientes.

Informaci�n detallada sobre el vendedor