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Business & Management - Operations Research & Decision Theory | Dynamic Optimization and Differential Games

Dynamic Optimization and Differential Games

Friesz, Terry L.

2010, XIV, 502 p.

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  • Of interest to students, researchers, and practitioners of OR/MS, Industrial Engineering, Supply Chain Management, Applied Economics, Transportation, and Economic Geography
  • Terry Friesz has made a major effort in developing the book by simplifying and using the unifying approach of differential variational inequalities to help individuals make the transition from static to dynamic game theory more smoothly than would otherwise be possible
  • Will also be of use in courses on dynamic game theory

Dynamic Optimization and Differential Games has been written to address the increasing number of Operations Research and Management Science problems that involve the explicit consideration of time and of gaming among multiple agents. With end-of-chapter exercises throughout, it is a book that can be used both as a reference and as a textbook. It will be useful as a guide to engineers, operations researchers, applied mathematicians and social scientists whose work involves both the theoretical and computational aspects of dynamic optimization and differential games. Included throughout the text are detailed explanations of several original dynamic and game-theoretic mathematical models which are of particular relevance in today’s technologically-driven-global economy: revenue management, oligopoly pricing, production planning, supply chain management, dynamic traffic assignment and dynamic congestion pricing.

The book emphasizes deterministic theory, computational tools and applications associated with the study of dynamic optimization and competition in continuous time. It develops the key results of deterministic, continuous time, optimal control theory from both the classical calculus of variations perspective and the more modern approach of infinite dimensional mathematical programming. These results are then generalized for the analysis of differential variational inequalities arising in dynamic game theory for open loop environments. Algorithms covered include steepest descent in Hilbert space, gradient projection in Hilbert space, fixed point methods, and gap function methods.

Content Level » Professional/practitioner

Keywords » Operations Research - algorithms - calculus - game theory - linear optimization - nonlinear optimization - optimization

Related subjects » Applications - Mathematics - Operations Research & Decision Theory - Production & Logistics

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