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020 _a9780387727783
_9978-0-387-72778-3
040 _cMX-MeUAM
050 4 _aHD30.23
082 0 4 _a658.40301
_223
100 1 _aFriesz, Terry L.
_eauthor.
245 1 0 _aDynamic Optimization and Differential Games
_h[recurso electrónico] /
_cby Terry L. Friesz.
264 1 _aBoston, MA :
_bSpringer US,
_c2010.
300 _aXIV, 502 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aInternational Series in Operations Research & Management Science,
_x0884-8289 ;
_v135
505 0 _aNonlinear Programming and Discrete-Time Optimal Control -- Foundations of the Calculus of Variations and Optimal Control -- Infinite Dimensional Mathematical Programming -- Finite Dimensional Variational Inequalities and Nash Equilibria -- Differential Variational Inequalities and Differential Nash Games -- Optimal Economic Growth -- Production Planning, Oligopoly and Supply Chains -- Dynamic User Equilibrium -- Dynamic Pricing and Revenue Management.
520 _aDynamic Optimization and Differential Games has been written to address the increasing number of Operations Research and Management Science problems that involve the explicit consideration of time and of gaming among multiple agents. With end-of-chapter exercises throughout, it is a book that can be used both as a reference and as a textbook. It will be useful as a guide to engineers, operations researchers, applied mathematicians and social scientists whose work involves both the theoretical and computational aspects of dynamic optimization and differential games. Included throughout the text are detailed explanations of several original dynamic and game-theoretic mathematical models which are of particular relevance in today’s technologically-driven-global economy: revenue management, oligopoly pricing, production planning, supply chain management, dynamic traffic assignment and dynamic congestion pricing. The book emphasizes deterministic theory, computational tools and applications associated with the study of dynamic optimization and competition in continuous time. It develops the key results of deterministic, continuous time, optimal control theory from both the classical calculus of variations perspective and the more modern approach of infinite dimensional mathematical programming. These results are then generalized for the analysis of differential variational inequalities arising in dynamic game theory for open loop environments. Algorithms covered include steepest descent in Hilbert space, gradient projection in Hilbert space, fixed point methods, and gap function methods.
650 0 _aEconomics.
650 0 _aMathematics.
650 0 _aMathematical optimization.
650 0 _aBusiness logistics.
650 1 4 _aEconomics/Management Science.
650 2 4 _aOperations Research/Decision Theory.
650 2 4 _aOptimization.
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
650 2 4 _aMathematical Modeling and Industrial Mathematics.
650 2 4 _aProduction/Logistics.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387727776
830 0 _aInternational Series in Operations Research & Management Science,
_x0884-8289 ;
_v135
856 4 0 _zLibro electrónico
_uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-0-387-72778-3
596 _a19
942 _cLIBRO_ELEC
999 _c198106
_d198106