This book finds the right balance between mathematics and economic examples, providing a text that is demanding in level and broad ranging in content, whilst remaining accessible and interesting to its target audience.[...]
This book serves not only as an introduction, but also as an advanced text and reference source in the field of deterministic optimal control systems governed by ordinary differential equations. It also includes an introduction to the classical calculus of variations. An important feature of the boo[...]
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal [...]
Matematisk analyse bind 2 gir en utdyping og videreføring av emner som er behandlet i bind 1. I tillegg inneholder boken en rekke nye emner, som for eksempel differensial- og differensiallikninger, ikke-lineær programmering, dynamisk programmering, variasjonsregning og kontrollteori. I denne fjerd[...]