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

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£209.50
Hardback 502 Pages / Published: 21/09/2010
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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.

Publisher: Springer-Verlag New York Inc.
ISBN: 9780387727776
Number of pages: 502
Weight: 1980 g
Dimensions: 235 x 155 x 28 mm
Edition: 2010 ed.


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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)

"This book is devoted to optimal control and differential game problems with emphasis on economic applications such as revenue management, oligopoly pricing, production planning, supply chain management, and dynamic network problems. The author describes (differential) variational inequalities as basic tool for solving these problems. ... The book presentation is given at a student's level, contains many significant examples and exercises, so that it can be used as a textbook." (Igor V. Konnov, Zentralblatt MATH, Vol. 1207, 2011)

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