Dynamic Optimization and Differential Games
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Dynamic Optimization and Differential Games: (135 International Series in Operations Research & Management Science)

Dynamic Optimization and Differential Games: (135 International Series in Operations Research & Management Science)


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About the Book

Dynamic 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.

Table of Contents:
Nonlinear 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.

Review :
From the reviews: "This book contains an introductory chapter and nine other chapters, divided into three parts. ... The intended readers are graduate students and researchers interested in modeling and computing in continuous time. ... I strongly recommend this book to readers interested in dynamic optimization in continuous time. I found it excellent on many counts, especially its detailed modeling analysis and its computational aspects. ... used as a textbook for a one-semester course on mathematical programming and optimal control." (Georges Zaccour, SIAM Review, Vol. 54 (2), 2012)


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Product Details
  • ISBN-13: 9781461426806
  • Publisher: Springer-Verlag New York Inc.
  • Publisher Imprint: Springer-Verlag New York Inc.
  • Height: 235 mm
  • No of Pages: 502
  • Returnable: Y
  • Width: 155 mm
  • ISBN-10: 1461426804
  • Publisher Date: 06 Nov 2012
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Series Title: 135 International Series in Operations Research & Management Science


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Dynamic Optimization and Differential Games: (135 International Series in Operations Research & Management Science)
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