000			03150nam a2200313 4500
999			_c28108 _d28108
005			20190911062846.0
007			cr |||||||||||
008			190910s2010 mau|||||o|||| 00| 0 eng d
020			_a128292527X
040			_aarcduce _carcduce
082	0		_222 _a658.4034
100	1		_913984 _aFriesz, Terry L.
245	1	0	_aDynamic optimization and differential games / _cTerry L. Friesz. _h[recurso electrónico]
260			_aBoston, MA. : _bSpringer, _c2010
300			_a1 recurso electrónico (508 p.)
490	0		_aInternational series in operations research & management science ; _v135
504			_aIncluye referencias bibliográficas.
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	3		_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		4	_aINVESTIGACION OPERATIVA _91956
650		4	_9124 _aOPTIMIZACION
650		4	_91506 _aGESTION DE LA PRODUCCION
653		4	_aCONTROL DE LA PRODUCCION
653		4	_aGESTION DE OPERACIONES
653		4	_aORGANIZACION FABRIL
856	4		_uhttps://archive.org/details/DynamicOptimizationAndDifferentialGames?q=sethi+optimal+control+theory
942			_2ddc _cLIE
945			_aBEA _c2019-09-10