Abstract
AbstractIn this book we present the theory of continuous-time dynamic optimization, covering the classical calculus of variations, the modern theory of optimal control, and their linkage to infinite-dimensional mathematical programming. We present an overview of the main classes of practical algorithms for solving dynamic optimization problems and develop some facility with the art of formulating dynamic optimization models. Upon completing our study of dynamic optimization, we turn to dynamic Nash games. Our coverage of dynamic games emphasizes continuous-time variational inequalities and subsumes portions of the classical theory of differential games.KeywordsVariational InequalityOptimal Control ProblemDifferential GamePublic CapitalUser EquilibriumThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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