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Author : Morton I. Kamien
Publisher : Courier Corporation
Page : 402 pages
File Size : 11,93 MB
Release : 2013-04-17
Category : Mathematics
ISBN : 0486310280
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 : Karl Hinderer
Publisher : Springer
Page : 530 pages
File Size : 36,8 MB
Release : 2017-01-12
Category : Business & Economics
ISBN : 3319488147
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 : Alpha C. Chiang
Publisher :
Page : 0 pages
File Size : 27,80 MB
Release : 2000
Category : Economics, Mathematical
ISBN : 9781577660965
INTRODUCTION 1.
Author : Jürgen Branke
Publisher : Springer Science & Business Media
Page : 217 pages
File Size : 41,2 MB
Release : 2012-12-06
Category : Computers
ISBN : 1461509114
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 : S. K. Agrawal
Publisher : Springer Science & Business Media
Page : 230 pages
File Size : 45,53 MB
Release : 2013-03-09
Category : Technology & Engineering
ISBN : 9401591490
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 : Jacob Engwerda
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 48,69 MB
Release : 2005-06-17
Category : Business & Economics
ISBN : 9780470015247
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 : Terry L. Friesz
Publisher : Springer Science & Business Media
Page : 509 pages
File Size : 20,90 MB
Release : 2010-08-20
Category : Business & Economics
ISBN : 0387727787
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 : Shengxiang Yang
Publisher : Springer
Page : 479 pages
File Size : 50,90 MB
Release : 2013-11-18
Category : Technology & Engineering
ISBN : 3642384161
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 : Arthur Earl Bryson
Publisher : Prentice Hall
Page : 458 pages
File Size : 16,46 MB
Release : 1999
Category : Computers
ISBN :
"Dynamic Optimization" takes an applied approach to its subject, offering many examples and solved problems that draw from aerospace, robotics, and mechanics. The abundance of thoroughly tested general algorithms and Matlab codes provide the reader with the practice necessary to master this inherently difficult subject, while the realistic engineering problems and examples keep the material interesting and relevant. FEATURES/BENEFITS Covers dynamic programming, relating it to the calculus of variations and optimal control, and neighboring optimum control (differential dynamic programming), a practical method for nonlinear feedback control. Includes a disk that contains 40 gradient and shooting codes, as well as codes that solve the time-varying Riccati equation (the DYNOPT Toolbox). These codes have been thoroughly tested on hundreds of problems. Contains many realistic examples and problems. Solutions to the examples and problems, as well as the codes that produce the figures, are included on the accompanying disk. Covers dynamic optimization with inequality constraints and singular arcs using inverse dynamic optimization (differential inclusion).
Author : Morton I. Kamien
Publisher : Courier Corporation
Page : 402 pages
File Size : 39,40 MB
Release : 2012-11-21
Category : Mathematics
ISBN : 048648856X
" 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"--