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Dynamic investment planning / / M.H.I. Dore
| Dynamic investment planning / / M.H.I. Dore |
| Autore | Dore M. H. I. |
| Pubbl/distr/stampa | Oxon [England] : , : Routledge, , 2015 |
| Descrizione fisica | 1 online resource (162 p.) |
| Disciplina | 658.1520113 |
| Collana | Routledge Revivals |
| Soggetto topico |
Capital investments
Dynamic programming |
| ISBN |
1-317-55726-3
1-315-73320-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Theory -- pt. 2. Application. |
| Record Nr. | UNINA-9910797198703321 |
Dore M. H. I.
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| Oxon [England] : , : Routledge, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic investment planning / / M.H.I. Dore
| Dynamic investment planning / / M.H.I. Dore |
| Autore | Dore M. H. I. |
| Pubbl/distr/stampa | Oxon [England] : , : Routledge, , 2015 |
| Descrizione fisica | 1 online resource (162 p.) |
| Disciplina | 658.1520113 |
| Collana | Routledge Revivals |
| Soggetto topico |
Capital investments
Dynamic programming |
| ISBN |
1-317-55726-3
1-315-73320-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Theory -- pt. 2. Application. |
| Record Nr. | UNINA-9910821658803321 |
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Dore M. H. I.
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| Oxon [England] : , : Routledge, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic programming : foundations and principles / / Moshe Sniedovich
| Dynamic programming : foundations and principles / / Moshe Sniedovich |
| Autore | Sniedovich Moshe <1945-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2010 |
| Descrizione fisica | 1 online resource (616 p.) |
| Disciplina | 519.7/03 |
| Collana | Pure and applied mathematics |
| Soggetto topico |
Dynamic programming
Programming (Mathematics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-11620-9
1-282-90218-0 9786612902185 1-4200-1463-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Preface (first edition); List of Figures; List of Tables; Contents; Chapter 1. Introduction; Chapter 2. Fundamentals; Chapter 3. Multistage Decision Model; Chapter 4. Dynamic Programming - An Outline; Chapter 5. Solution Methods; Chapter 6. Successive Approximation Methods; Chapter 7. Optimal Policies; Chpater 8. The Curse of Dimensionality; Chapter 9. The Rest Is Mathematics and Experience; Chapter 10. Refinements; Chapter 11. The State; Chapter 12. Parametric Schemes; Chapter 13. The Principle of Optimality; Chapter 14. Forward Decomposition; Chapter 15. Push!
Chapter 16. What Then Is Dynamic Programming?Appendix A. Contraction Mapping; Appendix B. Fractional Programming; Appendix C. Composite Concave Programming; Appendix D. The Principle of Optimality in Stochastic Processes; Appendix E. The Corridor Method; Bibliography; Back cover |
| Record Nr. | UNINA-9910459543403321 |
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Sniedovich Moshe <1945->
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| Boca Raton : , : CRC Press, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic programming : foundations and principles / / Moshe Sniedovich
| Dynamic programming : foundations and principles / / Moshe Sniedovich |
| Autore | Sniedovich Moshe <1945-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2010 |
| Descrizione fisica | 1 online resource (616 p.) |
| Disciplina | 519.7/03 |
| Collana | Pure and applied mathematics |
| Soggetto topico |
Dynamic programming
Programming (Mathematics) |
| ISBN |
0-429-11620-9
1-282-90218-0 9786612902185 1-4200-1463-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Preface (first edition); List of Figures; List of Tables; Contents; Chapter 1. Introduction; Chapter 2. Fundamentals; Chapter 3. Multistage Decision Model; Chapter 4. Dynamic Programming - An Outline; Chapter 5. Solution Methods; Chapter 6. Successive Approximation Methods; Chapter 7. Optimal Policies; Chpater 8. The Curse of Dimensionality; Chapter 9. The Rest Is Mathematics and Experience; Chapter 10. Refinements; Chapter 11. The State; Chapter 12. Parametric Schemes; Chapter 13. The Principle of Optimality; Chapter 14. Forward Decomposition; Chapter 15. Push!
Chapter 16. What Then Is Dynamic Programming?Appendix A. Contraction Mapping; Appendix B. Fractional Programming; Appendix C. Composite Concave Programming; Appendix D. The Principle of Optimality in Stochastic Processes; Appendix E. The Corridor Method; Bibliography; Back cover |
| Record Nr. | UNINA-9910785135103321 |
|
Sniedovich Moshe <1945->
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||
| Boca Raton : , : CRC Press, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic programming : foundations and principles / / Moshe Sniedovich
| Dynamic programming : foundations and principles / / Moshe Sniedovich |
| Autore | Sniedovich Moshe <1945-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2010 |
| Descrizione fisica | 1 online resource (616 p.) |
| Disciplina | 519.7/03 |
| Collana | Pure and applied mathematics |
| Soggetto topico |
Dynamic programming
Programming (Mathematics) |
| ISBN |
0-429-11620-9
1-282-90218-0 9786612902185 1-4200-1463-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Preface (first edition); List of Figures; List of Tables; Contents; Chapter 1. Introduction; Chapter 2. Fundamentals; Chapter 3. Multistage Decision Model; Chapter 4. Dynamic Programming - An Outline; Chapter 5. Solution Methods; Chapter 6. Successive Approximation Methods; Chapter 7. Optimal Policies; Chpater 8. The Curse of Dimensionality; Chapter 9. The Rest Is Mathematics and Experience; Chapter 10. Refinements; Chapter 11. The State; Chapter 12. Parametric Schemes; Chapter 13. The Principle of Optimality; Chapter 14. Forward Decomposition; Chapter 15. Push!
Chapter 16. What Then Is Dynamic Programming?Appendix A. Contraction Mapping; Appendix B. Fractional Programming; Appendix C. Composite Concave Programming; Appendix D. The Principle of Optimality in Stochastic Processes; Appendix E. The Corridor Method; Bibliography; Back cover |
| Record Nr. | UNINA-9910822751503321 |
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Sniedovich Moshe <1945->
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| Boca Raton : , : CRC Press, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic Programming and Bayesian Inference, Concepts and Applications / / edited by Mohammad Saber Fallah Nezhad
| Dynamic Programming and Bayesian Inference, Concepts and Applications / / edited by Mohammad Saber Fallah Nezhad |
| Pubbl/distr/stampa | Croatia : , : IntechOpen, , 2014 |
| Descrizione fisica | 1 online resource (166 pages) |
| Disciplina | 519.703 |
| Soggetto topico | Dynamic programming |
| ISBN | 953-51-5048-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Dynamic Programming and Bayesian Inference |
| Record Nr. | UNINA-9910317728103321 |
| Croatia : , : IntechOpen, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan
| Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan |
| Autore | Bensoussan Alain |
| Pubbl/distr/stampa | Washington, D.C., : IOS Press, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 500 |
| Collana | Studies in probability, optimization, and statistics |
| Soggetto topico |
Dynamic programming
Inventory control - Data processing Markov processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
6613289833
1-283-28983-0 9786613289834 1-60750-770-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Static Problems; Newsvendor Problem; EOQ Model; Price Considerations; Several Products With Scarce Resource; Continuous Production of Several Products; Lead Time; Random Demand Rate: Unsatisfied Demand Lost; Markov Chains; Notation; Chapman-Kolmogorov Equations; Stopping Times; Solution of Analytic Problems; Ergodic Theory; Examples; Optimal Control in Discrete Time; Deterministic Case; Stochastic Case: General Formulation; Functional Equation; Probabilistic Interpretation; Uniqueness; Inventory Control Without Set Up Cost; No Shortage Allowed.
Backlog AllowedDeterministic Case; Ergodic Control in Discrete Time; Finite Number of States; Ergodic Control of Inventories With no Shortage; Ergodic Control of Inventories With Backlog; Deterministic Case; Optimal Stopping Problems; Dynamic Programming; Interpretation; Penalty Approximation; Ergodic Case; Impulse Control; Description of the Model; Study of the Functional Equation; Another Formulation; Probabilistic Interpretation; Inventory Control With Set Up Cost; Deterministic Model; Inventory Control With Fixed Cost and no Shortage; Inventory Control With Fixed Cost and Backlog Ergodic Control of Inventories With Set Up CostDeterministic Case; Ergodic Inventory Control With Fixed Cost and no Shortage; Ergodic Inventory Control With Fixed Cost and Backlog; Dynamic Inventory Models With Extensions; Capacitated Inventory Management; Multi Supplier Problem; Inventory Control With Markov Demand; Introduction; No Backlog and no Set-Up Cost; Backlog and no Set Up Cost; No Backlog and Set Up Cost; Backlog and Set Up Cost; Learning Process; Lead Times and Delays; Introduction; Models With Inventory Position; Models Without Inventory Position; Information Delays Ergodic Control With Information DelaysContinuous Time Inventory Control; Deterministic Model; Ergodic Problem; Continuous Rate Delivery; Lead Time; Newsvendor Problem; Poisson Demand; Ergodic Case for the Poisson Demand; Poisson Demand With Lead Time; Ergodic Approach for Poisson Demand With Lead Time; Poisson Demand With Lead Time: Use of Inventory Position; Ergodic Theory for Lead Time With Inventory Position; Inventory Control With Diffusion Demand; Introduction; Problem Formulation; s, S Policy; Solving the Q.V.I; Ergodic Theory; Probabilistic Interpretation Mean-Reverting Inventory ControlIntroduction; Description of the Problem; s, S Policy; Solution of the Q.V.I; Two Band Impulse Control Problems; Introduction; The Problem; a, A, b, B Policy; Solution of the Q.V.I.; Computational Aspects; Bibliography; Appendix A; Proof of Lemmas; Proof of Measurable Selection; Extension to U non Compact; Compactness Properties |
| Record Nr. | UNINA-9910457591703321 |
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Bensoussan Alain
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| Washington, D.C., : IOS Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan
| Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan |
| Autore | Bensoussan Alain |
| Pubbl/distr/stampa | Washington, D.C., : IOS Press, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 500 |
| Collana | Studies in probability, optimization, and statistics |
| Soggetto topico |
Dynamic programming
Inventory control - Data processing Markov processes |
| ISBN |
6613289833
1-283-28983-0 9786613289834 1-60750-770-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Static Problems; Newsvendor Problem; EOQ Model; Price Considerations; Several Products With Scarce Resource; Continuous Production of Several Products; Lead Time; Random Demand Rate: Unsatisfied Demand Lost; Markov Chains; Notation; Chapman-Kolmogorov Equations; Stopping Times; Solution of Analytic Problems; Ergodic Theory; Examples; Optimal Control in Discrete Time; Deterministic Case; Stochastic Case: General Formulation; Functional Equation; Probabilistic Interpretation; Uniqueness; Inventory Control Without Set Up Cost; No Shortage Allowed.
Backlog AllowedDeterministic Case; Ergodic Control in Discrete Time; Finite Number of States; Ergodic Control of Inventories With no Shortage; Ergodic Control of Inventories With Backlog; Deterministic Case; Optimal Stopping Problems; Dynamic Programming; Interpretation; Penalty Approximation; Ergodic Case; Impulse Control; Description of the Model; Study of the Functional Equation; Another Formulation; Probabilistic Interpretation; Inventory Control With Set Up Cost; Deterministic Model; Inventory Control With Fixed Cost and no Shortage; Inventory Control With Fixed Cost and Backlog Ergodic Control of Inventories With Set Up CostDeterministic Case; Ergodic Inventory Control With Fixed Cost and no Shortage; Ergodic Inventory Control With Fixed Cost and Backlog; Dynamic Inventory Models With Extensions; Capacitated Inventory Management; Multi Supplier Problem; Inventory Control With Markov Demand; Introduction; No Backlog and no Set-Up Cost; Backlog and no Set Up Cost; No Backlog and Set Up Cost; Backlog and Set Up Cost; Learning Process; Lead Times and Delays; Introduction; Models With Inventory Position; Models Without Inventory Position; Information Delays Ergodic Control With Information DelaysContinuous Time Inventory Control; Deterministic Model; Ergodic Problem; Continuous Rate Delivery; Lead Time; Newsvendor Problem; Poisson Demand; Ergodic Case for the Poisson Demand; Poisson Demand With Lead Time; Ergodic Approach for Poisson Demand With Lead Time; Poisson Demand With Lead Time: Use of Inventory Position; Ergodic Theory for Lead Time With Inventory Position; Inventory Control With Diffusion Demand; Introduction; Problem Formulation; s, S Policy; Solving the Q.V.I; Ergodic Theory; Probabilistic Interpretation Mean-Reverting Inventory ControlIntroduction; Description of the Problem; s, S Policy; Solution of the Q.V.I; Two Band Impulse Control Problems; Introduction; The Problem; a, A, b, B Policy; Solution of the Q.V.I.; Computational Aspects; Bibliography; Appendix A; Proof of Lemmas; Proof of Measurable Selection; Extension to U non Compact; Compactness Properties |
| Record Nr. | UNINA-9910781754803321 |
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Bensoussan Alain
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| Washington, D.C., : IOS Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan
| Dynamic programming and inventory control [[electronic resource] /] / Alain Bensoussan |
| Autore | Bensoussan Alain |
| Pubbl/distr/stampa | Washington, D.C., : IOS Press, 2011 |
| Descrizione fisica | 1 online resource (384 p.) |
| Disciplina | 500 |
| Collana | Studies in probability, optimization, and statistics |
| Soggetto topico |
Dynamic programming
Inventory control - Data processing Markov processes |
| ISBN |
6613289833
1-283-28983-0 9786613289834 1-60750-770-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Title Page; Contents; Introduction; Static Problems; Newsvendor Problem; EOQ Model; Price Considerations; Several Products With Scarce Resource; Continuous Production of Several Products; Lead Time; Random Demand Rate: Unsatisfied Demand Lost; Markov Chains; Notation; Chapman-Kolmogorov Equations; Stopping Times; Solution of Analytic Problems; Ergodic Theory; Examples; Optimal Control in Discrete Time; Deterministic Case; Stochastic Case: General Formulation; Functional Equation; Probabilistic Interpretation; Uniqueness; Inventory Control Without Set Up Cost; No Shortage Allowed.
Backlog AllowedDeterministic Case; Ergodic Control in Discrete Time; Finite Number of States; Ergodic Control of Inventories With no Shortage; Ergodic Control of Inventories With Backlog; Deterministic Case; Optimal Stopping Problems; Dynamic Programming; Interpretation; Penalty Approximation; Ergodic Case; Impulse Control; Description of the Model; Study of the Functional Equation; Another Formulation; Probabilistic Interpretation; Inventory Control With Set Up Cost; Deterministic Model; Inventory Control With Fixed Cost and no Shortage; Inventory Control With Fixed Cost and Backlog Ergodic Control of Inventories With Set Up CostDeterministic Case; Ergodic Inventory Control With Fixed Cost and no Shortage; Ergodic Inventory Control With Fixed Cost and Backlog; Dynamic Inventory Models With Extensions; Capacitated Inventory Management; Multi Supplier Problem; Inventory Control With Markov Demand; Introduction; No Backlog and no Set-Up Cost; Backlog and no Set Up Cost; No Backlog and Set Up Cost; Backlog and Set Up Cost; Learning Process; Lead Times and Delays; Introduction; Models With Inventory Position; Models Without Inventory Position; Information Delays Ergodic Control With Information DelaysContinuous Time Inventory Control; Deterministic Model; Ergodic Problem; Continuous Rate Delivery; Lead Time; Newsvendor Problem; Poisson Demand; Ergodic Case for the Poisson Demand; Poisson Demand With Lead Time; Ergodic Approach for Poisson Demand With Lead Time; Poisson Demand With Lead Time: Use of Inventory Position; Ergodic Theory for Lead Time With Inventory Position; Inventory Control With Diffusion Demand; Introduction; Problem Formulation; s, S Policy; Solving the Q.V.I; Ergodic Theory; Probabilistic Interpretation Mean-Reverting Inventory ControlIntroduction; Description of the Problem; s, S Policy; Solution of the Q.V.I; Two Band Impulse Control Problems; Introduction; The Problem; a, A, b, B Policy; Solution of the Q.V.I.; Computational Aspects; Bibliography; Appendix A; Proof of Lemmas; Proof of Measurable Selection; Extension to U non Compact; Compactness Properties |
| Record Nr. | UNINA-9910818452903321 |
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Bensoussan Alain
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| Washington, D.C., : IOS Press, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Dynamic programming and the calculus of variations / / Stuart E. Dreyfus
| Dynamic programming and the calculus of variations / / Stuart E. Dreyfus |
| Autore | Dreyfus Stuart E |
| Pubbl/distr/stampa | New York : , : Academic Press, , 1965 |
| Descrizione fisica | 1 online resource (xix, 248 pages) : illustrations |
| Disciplina | 519.92 |
| Collana | Mathematics in science and engineering |
| Soggetto topico |
Calculus of variations
Dynamic programming Programming (Mathematics) |
| ISBN |
1-282-28924-1
9786612289248 0-08-095527-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Dynamic Programming and the Calculus of Variations; Copyright Page; Contents; Preface; Chapter I. Discrete Dynamic Programming; 1. Introduction; 2. An Example of a Multistage Decision Process Problem; 3. The Dynamic Programming solution of the Example; 4. The Dynamic Programming Formalism; 5. Two Properties of the Optimal Value Function; 6. An Alternative Method of Solution; 7. Modified Properties of the Optimal Value Function; 8. A Property of Multistage Decision Processes; 9. Further Illustrative Examples; 10. Terminal Control Problems; 11. Example of a Terminal Control Problem
12. Solution of the Example; 13. Properties of the Solution of a Terminal Control Problem; 14. Summary; Chapter II. The Classical Variational Theory; 1. Introduction; 2. A Problem; 3. Admissible Solutions; 4. Functions; 5. Functionals; 6. Minimization and Maximization; 7. Arc-Length; 8. The Simplest General Problem; 9. The Maximum-Value Functional; 10. The Nature of Necessary Conditions; 11. Example; 12. The Nature of Sufficient Conditions; 13. Necessary and Sufficient Conditions; 14. The Absolute Minimum of a Functional; 15. A Relative Minimum of a Function 16. A Strong Relative Minimum of a Functional; 17. A Weak Relative Minimum of a Functional; 18. Weak Variations; 19. The First and Second Variations; 20. The Euler-Lagrange Equation; 21. Example; 22. The Legendre Condition; 23. The Second Variation and the Second Derivative; 24. The Jacobi Necessary Condition; 25. Example; 26. Focal Point; 27. Geometric Conjugate Points; 28. The Weierstrass Necessary Condition; 29. Example; 30. Discussion; 31. Transversality Conditions; 32. Corner Conditions; 33. Relative Summary; 34. Sufficient Conditions; 35. Hamilton-Jacobi Theory 36. Other Problem Formulations; 37. Example of a Terminal Control Problem; 38. Necessary Conditions for the Problem of Mayer; 39. Analysis of the Example Problem; 40. Two-Point Boundary Value Problems; 41. A Well-Posed Problem; 42. Discussion; 43. Computational Solution; 44. Summary; References to Standard Texts; Chapter III. The Simplest Problem; 1. Introduction; 2. Notation; 3. The Fundamental Partial Differential Equation; 4. A Connection with Classical Variations; 5. A Partial Differential Equation of the Classical Type; 6. Two Kinds of Derivatives 7. Discussion of the Fundamental Partial Differential Equation; 8. Characterization of the Optimal Policy Function; 9. Partial Derivatives along Optimal Curves; 10. Boundary Conditions for the Fundamental Equation: I; 11. Boundary Conditions: II; 12. An Illustrative Example-Variable End Point; 13. A Further Example-Fixed Terminal Point; 14. A Higher-Dimensional Example; 15. A Different Method of Analytic Solution; 16. An Example; 17. From Partial to Ordinary Differential Equations; 18. The Euler-Lagrange Equation; 19. A Second Derivation of the Euler-Lagrange Equation;20. The Legendre Necessary Condition |
| Record Nr. | UNINA-9910778201803321 |
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Dreyfus Stuart E
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| New York : , : Academic Press, , 1965 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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