动态最优化理论:在经济与管理中的应用
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此为Suresh P.Sethi和Gerald.L.Tompson所编写的《Optimal control theory:applications to management sicence and economics》(Second Edtion,2000)一书的ppt,作为给研究生上课使用,但其基本涵盖了书中的绝大多数内容。国外很多大学都将该书作为博士生的教材。该书的特点是包含了最优控制论在经济、管理方面中的大量模型。该书的在亚马逊的售价为80美元,有点贵哦。在此只能找到其ppt,供大家学习交流使用。
目录:
Chapter1: What is optimal theory?
Chapter2: The maximum principle: contionous time
Chapter3: The maximum principle: mixed inequality constraint
Chapter4: The maximum principle: the egenral inequality constraint
Chapter5: Applications to finance
Chapter6: Applications to production and inventory
Chapter7: Applications to marketing
Chapter8: The maximum principle: Discrete time
Chapter9: Maintenance and replacement
Chapter10: Applications to natural resource
Chapter11: Applications to economics
Chapter12: Differential games,Distributed systems and implus control
Chapter13: Stochadtic optimal control