| 000 | 00922camuu2200277 a 4500 | |
| 001 | 000001064470 | |
| 005 | 20011023180149 | |
| 008 | 000510s2000 mau b 001 0 eng | |
| 020 | ▼a 0792386086 (alk. paper) | |
| 040 | ▼a DLC ▼c DLC ▼d 244002 | |
| 042 | ▼a pcc | |
| 049 | 0 | ▼l 151101704 |
| 050 | 0 0 | ▼a HD30.25 ▼b .S47 2000 |
| 082 | 0 0 | ▼a 658.4/033 ▼2 21 |
| 090 | ▼a 658.4033 ▼b S495o2 | |
| 100 | 1 | ▼a Sethi, Suresh P. |
| 245 | 1 0 | ▼a Optimal control theory : ▼b applications to management science and economics / ▼c Suresh P. Sethi, Gerald L. Thompson. |
| 250 | ▼a 2nd ed. | |
| 260 | ▼a Boston : ▼b Kluwer Academic Publishers, ▼c 2000. | |
| 263 | ▼a 0007 | |
| 300 | ▼a xvii, 504p. ; ▼c 25cm. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Management ▼x Mathematical models. |
| 650 | 0 | ▼a Control theory. |
| 650 | 0 | ▼a Operations research. |
| 700 | 1 | ▼a Thompson, Gerald Luther , ▼d 1923- |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 658.4033 S495o2 | 등록번호 151101704 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction.
Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book contains new results that were not available when the first edition was published, as well as an expansion of the material on stochastic optimal control theory.
Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. Central to the book is its extraordinarily wide range of optimal control theory applications. Chapter 5 covers finance; Chapter 6 considers production and inventory problems; Chapter 7 covers marketing problems; Chapter 9 treats machine maintenance and replacement; Chapter 10 deals with problems of optimal consumption of natural resources (renewable or exhaustible); and Chapter 11 discusses a number of applications of control theory to economics. The book has been successfully used as a professional reference tool and as a graduate course book. Its usefulness lies in its emphasis on building applied models of realistic problems faced in a variety of business management situations.
The new edition has been completely refined with careful attention to the text and graphic material presentation. In Chapter 3, models have been added that use mixed (control and state) constraints, current value formulations, and terminal conditions. Chapter 4 now covers more advanced material on pure state constraints as they relate to mixed constraints. Each of these chapters contains new results that were not available when the first edition was published.
Another important change is the expansion of the material on stochastic optimal control theory, which has become the new Chapter 13. This new chapter provides a brief introduction to stochastic optimal control problems, and it contains formulations of simple stochastic models in production, marketing and finance, and their solutions.
Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction.
정보제공 :
목차
Preface to First Edition.- Preface to Second Edition.- What is Optimal Control Theory?.- The Maximum Principle: Continuous Time.- The Maximum Principle: Mixed Inequality Constraints.- The Maximum Principle: General Inequality Constraints.- Applications to Finance.- Applications to Production and Inventory.- Applications to Marketing.- The Maximum Principle: Discrete Time.- Maintenance and Replacement.- Applications to Natural Resources.- Economic Applications.- Differential Games, Distributed Systems, and Impulse Control.- Stochastic Optimal Control.- Solutions of Linear Differential Equations.- Calculus of Variations and Optimal Control Theory.- An Alternative Derivation of the Maximum Principle.- Special Topics in Optimal Control.- Answers to Selected Exercises.- Bibliography.- Index.- List of Figures.- List of Tables.
정보제공 :