Dynamic Optimization and Differential Games

• Main Author: Friesz, Terry L. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Boston, MA : Springer US, 2010.
• Series: International Series in Operations Research & Management Science, 135
• Subjects: Economics.; Mathematics.; Mathematical optimization.; Business logistics.; Economics/Management Science.; Operations Research/Decision Theory.; Optimization.; Game Theory, Economics, Social and Behav. Sciences.; Mathematical Modeling and Industrial Mathematics.; Production/Logistics.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-72778-3

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...

Table of Contents:

• Preface
• Introduction
• Nonlinear programming and discrete time optimal control
• The classical calculus of variations and optimal control in continuous time
• Infinite dimensional mathematical programming
• Static Cournot-Nash-Bertrand games and finite dimensional variational inequalities
• Cournot-Nash-Bertrand differential games
• Stochastic differential variational inequalities and stochastic dynamic games
• Dynamic supply, production and distribution planning
• Dynamic traffic assignment
• Dynamic competitive revenue management in competition
• Index.