Dynamic Optimization PDF Download
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Author | : Karl Hinderer |
Publisher | : Springer |
Total Pages | : 530 |
Release | : 2017-01-12 |
Genre | : Business & Economics |
ISBN | : 3319488147 |
Download Dynamic Optimization Book in PDF, ePub and Kindle
This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.
Author | : Morton I. Kamien |
Publisher | : Courier Corporation |
Total Pages | : 402 |
Release | : 2013-04-17 |
Genre | : Mathematics |
ISBN | : 0486310280 |
Download Dynamic Optimization, Second Edition Book in PDF, ePub and Kindle
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author | : Alpha C. Chiang |
Publisher | : |
Total Pages | : 0 |
Release | : 2000 |
Genre | : Economics, Mathematical |
ISBN | : 9781577660965 |
Download Elements of Dynamic Optimization Book in PDF, ePub and Kindle
INTRODUCTION 1.
Author | : Jacob Engwerda |
Publisher | : John Wiley & Sons |
Total Pages | : 514 |
Release | : 2005-06-17 |
Genre | : Business & Economics |
ISBN | : 9780470015247 |
Download LQ Dynamic Optimization and Differential Games Book in PDF, ePub and Kindle
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.
Author | : S. K. Agrawal |
Publisher | : Springer Science & Business Media |
Total Pages | : 230 |
Release | : 2013-03-09 |
Genre | : Technology & Engineering |
ISBN | : 9401591490 |
Download Optimization of Dynamic Systems Book in PDF, ePub and Kindle
This textbook deals with optimization of dynamic systems. The motivation for undertaking this task is as follows: There is an ever increasing need to produce more efficient, accurate, and lightweight mechanical and electromechanical de vices. Thus, the typical graduating B.S. and M.S. candidate is required to have some familiarity with techniques for improving the performance of dynamic systems. Unfortunately, existing texts dealing with system improvement via optimization remain inaccessible to many of these students and practicing en gineers. It is our goal to alleviate this difficulty by presenting to seniors and beginning graduate students practical efficient techniques for solving engineer ing system optimization problems. The text has been used in optimal control and dynamic system optimization courses at the University of Deleware, the University of Washington and Ohio University over the past four years. The text covers the following material in a straightforward detailed manner: • Static Optimization: The problem of optimizing a function that depends on static variables (i.e., parameters) is considered. Problems with equality and inequality constraints are addressed. • Numerical Methods: Static Optimization: Numerical algorithms for the solution of static optimization problems are presented here. The methods presented can accommodate both the unconstrained and constrained static optimization problems. • Calculus of Variation: The necessary and sufficient conditions for the ex tremum of functionals are presented. Both the fixed final time and free final time problems are considered.
Author | : Terry L. Friesz |
Publisher | : Springer Science & Business Media |
Total Pages | : 509 |
Release | : 2010-08-20 |
Genre | : Business & Economics |
ISBN | : 0387727787 |
Download Dynamic Optimization and Differential Games Book in PDF, ePub and Kindle
This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.
Author | : Jürgen Branke |
Publisher | : Springer Science & Business Media |
Total Pages | : 217 |
Release | : 2012-12-06 |
Genre | : Computers |
ISBN | : 1461509114 |
Download Evolutionary Optimization in Dynamic Environments Book in PDF, ePub and Kindle
Evolutionary Algorithms (EAs) have grown into a mature field of research in optimization, and have proven to be effective and robust problem solvers for a broad range of static real-world optimization problems. Yet, since they are based on the principles of natural evolution, and since natural evolution is a dynamic process in a changing environment, EAs are also well suited to dynamic optimization problems. Evolutionary Optimization in Dynamic Environments is the first comprehensive work on the application of EAs to dynamic optimization problems. It provides an extensive survey on research in the area and shows how EAs can be successfully used to continuously and efficiently adapt a solution to a changing environment, find a good trade-off between solution quality and adaptation cost, find robust solutions whose quality is insensitive to changes in the environment, find flexible solutions which are not only good but that can be easily adapted when necessary. All four aspects are treated in this book, providing a holistic view on the challenges and opportunities when applying EAs to dynamic optimization problems. The comprehensive and up-to-date coverage of the subject, together with details of latest original research, makes Evolutionary Optimization in Dynamic Environments an invaluable resource for researchers and professionals who are dealing with dynamic and stochastic optimization problems, and who are interested in applying local search heuristics, such as evolutionary algorithms.
Author | : Shengxiang Yang |
Publisher | : Springer |
Total Pages | : 479 |
Release | : 2013-11-18 |
Genre | : Technology & Engineering |
ISBN | : 3642384161 |
Download Evolutionary Computation for Dynamic Optimization Problems Book in PDF, ePub and Kindle
This book provides a compilation on the state-of-the-art and recent advances of evolutionary computation for dynamic optimization problems. The motivation for this book arises from the fact that many real-world optimization problems and engineering systems are subject to dynamic environments, where changes occur over time. Key issues for addressing dynamic optimization problems in evolutionary computation, including fundamentals, algorithm design, theoretical analysis, and real-world applications, are presented. "Evolutionary Computation for Dynamic Optimization Problems" is a valuable reference to scientists, researchers, professionals and students in the field of engineering and science, particularly in the areas of computational intelligence, nature- and bio-inspired computing, and evolutionary computation.
Author | : Giovanni Romeo |
Publisher | : Academic Press |
Total Pages | : 816 |
Release | : 2019-11-28 |
Genre | : Business & Economics |
ISBN | : 0128176490 |
Download Elements of Numerical Mathematical Economics with Excel Book in PDF, ePub and Kindle
Elements of Numerical Mathematical Economics with Excel: Static and Dynamic Optimization shows readers how to apply static and dynamic optimization theory in an easy and practical manner, without requiring the mastery of specific programming languages that are often difficult and expensive to learn. Featuring user-friendly numerical discrete calculations developed within the Excel worksheets, the book includes key examples and economic applications solved step-by-step and then replicated in Excel. After introducing the fundamental tools of mathematical economics, the book explores the classical static optimization theory of linear and nonlinear programming, applying the core concepts of microeconomics and some portfolio theory. This provides a background for the more challenging worksheet applications of the dynamic optimization theory. The book also covers special complementary topics such as inventory modelling, data analysis for business and economics, and the essential elements of Monte Carlo analysis. Practical and accessible, Elements of Numerical Mathematical Economics with Excel: Static and Dynamic Optimization increases the computing power of economists worldwide. This book is accompanied by a companion website that includes Excel examples presented in the book, exercises, and other supplementary materials that will further assist in understanding this useful framework. Explains how Excel provides a practical numerical approach to optimization theory and analytics Increases access to the economic applications of this universally-available, relatively simple software program Encourages readers to go to the core of theoretical continuous calculations and learn more about optimization processes
Author | : Morton I. Kamien |
Publisher | : Courier Corporation |
Total Pages | : 402 |
Release | : 2012-11-21 |
Genre | : Mathematics |
ISBN | : 048648856X |
Download Dynamic Optimization Book in PDF, ePub and Kindle
" An excellent financial research tool, this celebrated classic focuses on the methods of solving continuous time problems. The two-part treatment covers the calculus of variations and optimal control. In the decades since its initial publication, this text has defined dynamic optimization courses taught to economics and management science students. 1998 edition"--