Optimal Control Theory: Applications to Management Science and Economics
暫譯: 最佳控制理論：管理科學與經濟學的應用
Sethi, Suresh P.
- 出版商: Springer
- 出版日期: 2022-01-04
- 售價: $6,370
- 貴賓價: 9.5 折 $6,052
- 語言: 英文
- 頁數: 506
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 3030917444
- ISBN-13: 9783030917449
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相關分類:
管理與領導 Management-leadership
海外代購書籍(需單獨結帳)
商品描述
This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework.
Exercises are included in each chapter, while the answers to selected exercises help deepen readers' understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems.
Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.
商品描述(中文翻譯)
這本全新的第四版提供了最佳控制理論及其在管理科學和經濟學中多樣應用的介紹。它通過結合動態規劃和Kuhn-Tucker理論，向學生介紹了連續（以及離散）時間中的最大原則概念。雖然需要一些數學背景，但本書的重點不在於數學的嚴謹性，而是在於建模商業和經濟中遇到的現實情況。它將最佳控制理論應用於管理的功能領域，包括財務、製造和行銷，以及增長經濟學和自然資源的經濟學。此外，還包含隨機Nash和Stackelberg微分遊戲的材料，以及在委託-代理框架中的逆向選擇模型。
每章都包含練習題，而選定練習題的答案有助於加深讀者對所涵蓋材料的理解。此外，還附有補充材料的附錄，內容包括微分方程的解法、變分法及其與最大原則的關聯，以及特殊主題，包括Kalman濾波器、確定性等價、奇異控制、全局鞍點定理、Sethi-Skiba點和分佈參數系統。
最佳控制方法用於確定控制動態系統的最佳方式。本領域的理論工作為本書奠定了基礎，作者將其應用於從他自己的研究和課堂教學中發展出的商業管理問題。新版本經過精煉和更新，使其成為應用最佳控制理論的研究生課程的寶貴資源，同時也適合對在其領域中應用動態優化感興趣的金融和工業工程師、經濟學家及運營研究人員。
作者簡介
Suresh P. Sethi is the Eugene McDermott Chair Professor of Operations Management and Director of the Center for Intelligent Supply Networks (C4ISN) at the University of Texas at Dallas, USA. He has made significant contributions in the fields of manufacturing and operations management, finance and economics, marketing, industrial engineering, operations research, and optimal control. He is best known for his textbook on optimal control, developments of the Sethi advertising model and Sethi-Skiba points, pioneering works on stochastic inventory models especially with incomplete information, and seminal papers on consumption-investment problems with bankruptcy.
He has received numerous prestigious honors and awards such as IEEE Fellow, INFORMS Fellow, SIAM Fellow, POMS Fellow, AAAS Fellow, IITB Distinguished Alum, Tepper School of Business-Alumni Achievement Award, and POMS President (2012). Two conferences have been organized in his honor: in Aix en Provence in 2005 and at the UT Dallas in 2006 with Harry M. Markowitz, a 1990 Nobel Laureate in Economics, as the keynote speaker. Also, two books have been edited in his honor.
His past and present editorial positions include Departmental Editor of Production and Operations Management, Corresponding Editor of SIAM Journal on Control and Optimization, and Associate Editor of Operations Research, M&SOM, and Automatica.
作者簡介(中文翻譯)
Suresh P. Sethi 是美國德克薩斯州達拉斯大學的尤金·麥克德莫特運營管理講座教授及智能供應網絡中心（C4ISN）主任。他在製造與運營管理、金融與經濟學、市場營銷、工業工程、運營研究及最優控制等領域做出了重要貢獻。他最著名的著作是關於最優控制的教科書，以及Sethi廣告模型和Sethi-Skiba點的發展，尤其是在不完全信息下的隨機庫存模型的開創性工作，以及關於破產的消費-投資問題的開創性論文。
他獲得了許多著名的榮譽和獎項，如IEEE Fellow、INFORMS Fellow、SIAM Fellow、POMS Fellow、AAAS Fellow、印度理工學院孟買校友傑出獎、Tepper商學院校友成就獎，以及POMS會長（2012年）。為了紀念他，曾在2005年於法國艾克斯-普羅旺斯和2006年於德克薩斯州達拉斯大學舉辦了兩場會議，並邀請1990年諾貝爾經濟學獎得主Harry M. Markowitz擔任主題演講者。此外，還編輯了兩本書以紀念他。
他過去和現在的編輯職位包括《生產與運營管理》的部門編輯、《SIAM控制與優化期刊》的通訊編輯，以及《運營研究》、《M&SOM》和《自動化》的副編輯。
