03836nam a22004935i 4500 978-0-387-72778-3 DE-He213 20260521091942.0 cr nn 008mamaa 100825s2010 xxu| s |||| 0|eng d 9780387727783 99780387727783 10.1007/978-0-387-72778-3 doi CICY 658.40301 23 Friesz, Terry L. author. Dynamic Optimization and Differential Games [recurso electrónico] / by Terry L. Friesz. Boston, MA : Springer US, 2010. XIV, 502 p. online resource. text txt rdacontent computer c rdamedia recurso en línea cr rdacarrier text file PDF rda International Series in Operations Research & Management Science, 0884-8289 ; 135 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. 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. 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. SpringerLink (Online service) Springer eBooks Printed edition: 9780387727776 International Series in Operations Research & Management Science, 0884-8289 ; 135 http://dx.doi.org/10.1007/978-0-387-72778-3 Ver el texto completo en las instalaciones del CICY ddc ER 34334 34334 0 0 ddc 0 0 LE CICY CICY EL 2025-07-10 0 658.40301 2025-07-10 08:40:16 2025-07-10 ER