Dynamic Optimization for Beginners (Ems Textbooks in Mathematics, 24)
Dynamic Optimization for Beginners (Ems Textbooks in Mathematics) by Piermarco Cannarsa, Filippo Gazzola
English | October 15, 2021 | ISBN: 398547012X | 360 pages | PDF | 3.08 Mb
English | October 15, 2021 | ISBN: 398547012X | 360 pages | PDF | 3.08 Mb
The primary purpose of this book is to give interested readers a friendly introduction to this subject, providing them with the essential ideas needed to handle most of the concrete situations they will encounter. The main topics covered are calculus of variations, optimal control theory, and dynamic programming. The book aims to be of interest to mathematics students and students or researchers in other disciplines such as economics and data science who wish to use dynamic optimization. The contents are self-contained, and all the prerequisites may be found in the first chapters. Many applications are discussed, and a large number of examples and exercises, both proposed and solved, complements the theory.
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