Elements of dynamic optimization
Alpha C. Chiang
- Kolkata Levant Books 2012
- xiii; 327 P.B
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