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Differential Equations, Discrete Systems and Control : Economic Models - Aristide Halanay

Differential Equations, Discrete Systems and Control

Economic Models

Hardcover Published: 31st August 1997
ISBN: 9780792346753
Number Of Pages: 360

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In t.lw fHll of !!)!)2, Professor Dr. M. Alt.ar, chairman of tIw newly established dppartnwnt or Managenwnt. wit.h Comput.er Science at thp Homanian -American Univprsity in Bucharest (a private univprsil.y), inl.roducod in t.he curriculum a course on DiffenHltial Equations and Optimal Cont.rol, asking lIS to teach such course. It was an inter8sting challengo, since for t.Iw first tim8 wo had to t8ach such mathemaLical course for st.udents with economic background and interosts. It was a natural idea to sl.m't by looking at pconomic models which were described by differpntial equations and for which problems in (pcision making dir! ariso. Since many or such models were r!escribed in discret.e timp, wp eleculed to elpvolop in parallel t.he theory of differential equations anel thaI, of discrete-timo systpms aur! also control theory in continuous and discrete time. Tlw jll'eSPlu book is t.he result of our tpaehing px!wripnce wit.h this courge. It is an enlargud version of t.he actllal lectuf(~s where, depending on t.he background of tho St.lI(('Ilts, not all proofs could be given in detail. We would like to express our grat.itude to tlw Board of the Romanian - American University, personally 1.0 the Rector, Professor Dr. Ion Smedpscu, for support, encouragement and readinpss to accept advancnd ideas in tho curriculum. fhe authors express t.heir warmest thanks 1.0 Mrs. Monica Stan . Necula for tho oxcellent procC'ssing of t.he manuscript.

Preface
About the Notations
Introduction
Linear and Affine Differential Equations. Equations with Separated Variablesp. 1
Linear Differential Equations with Constant Coefficientsp. 23
Linear Systems with Constant Coefficientsp. 74
General Theory of Nonlinear Systems. Stabilityp. 103
Numerical Solution of Differential Equationsp. 144
Control Systems. Stabilization of Linear Systemsp. 171
Optimal Stabilizationp. 198
Linear-Quadratic Optimization on Finite Horizonp. 228
Some Unconstrained Dynamic Optimization Problemsp. 270
General Problem of Optimal Controlp. 306
Referencesp. 351
Indexp. 355
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792346753
ISBN-10: 0792346750
Series: Theory and Decision Library
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 360
Published: 31st August 1997
Publisher: SPRINGER VERLAG GMBH
Country of Publication: NL
Dimensions (cm): 23.39 x 15.6  x 2.24
Weight (kg): 0.71