Elements of dynamic optimization Alpha C. Chiang
Material type:
- 9789380663371
- 330.0151 CHI(ELE)
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330.015 FUD(GAM)C1 Game theory | 330.015 FUD(GAM)C2 Game theory | 330.015 FUD(GAM)C3 Game theory | 330.0151 CHI(ELE) Elements of dynamic optimization | 330.0151 CHI(ELE)C1 Elements of dynamic optimization | 330.0151 CHI(ELE)C2 Elements of dynamic optimization | 330.0151 CHI(ELE)C3 Elements of dynamic optimization |
Part 1 Introduction
1. The Nature of Dynamic Optimization
Part 2 The Calculus of Variations
2. The Fundamentals Problem of the Calculus of Variations
3. Transversality Conditions for Variable-Endpoint Problems
4. Second-Order Conditions
5. Infinite Planning Horizon
6. Constrained Problems
Part 3 Optimal Control Theory
7. Optimal Control : The Maximum Principle
8. More on Optimal Control
9. Infinite-Horizon Problems
10. Optimal Control with Constraints
Answer to Selected Exercise Problems
Index
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