Optimal control theory. Applications to management science and economics

DOI10.1007/978-3-030-91745-6zbMath1487.49001OpenAlexW4205776077MaRDI QIDQ2064032

Suresh P. Sethi

Publication date: 3 January 2022

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-91745-6

zbMATH Keywords

maximum principledifferential gamesproductionstochastic optimal controlinventorymarketingfinancenatural resourcesoptimal control theoryeconomicsmanagement scienceMarkov diffusion process

Mathematics Subject Classification ID

Noncooperative games (91A10) Nonlinear programming (90C30) Optimal feedback synthesis (49N35) Differential games (aspects of game theory) (91A23) Production models (90B30) Economic growth models (91B62) Linear-quadratic optimal control problems (49N10) Diffusion processes (60J60) Existence theories for optimal control problems involving ordinary differential equations (49J15) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Optimality conditions for problems involving ordinary differential equations (49K15) Marketing, advertising (90B60) Variational principles of physics (49S05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Existence of optimal solutions to problems involving randomness (49J55) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)

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