Differential Equations, Discrete Systems and Control: Economic Models

ISBN-13: 9789048148882 / Angielski / Miękka / 2010 / 360 str.

A. Halanay; J. Samuel

Opis

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.

Spis treści

Preface. About the Notations. Introduction.1. Linear and Affine Differential Equations. Equations with Separated Variables. 2. Linear Differential Equations with Constant Coefficients. 3. Linear Systems with Constant Coefficients. 4. General Theory of Nonlinear Systems. Stability. 5. Numerical Solution of Differential Equations. 6. Control Systems. Stabilization of Linear Systems. 7. Optimal Stabilization. 8. Linear-Quadratic Optimization on Finite Horizon. 9. Some Unconstrained Dynamic Optimization Problems. 10. General Problem of Optimal Control. References. Index.