What is Optimal Control Theory? -- The Maximum Principle: Continuous Time -- The Maximum Principle: Mixed Inequality Constraints -- The Maximum Principle: General Inequality Constraints -- Applications to Finance -- Applications to Production and Inventory -- Applications to Marketing -- The...

Solutions for Chapter 1 -- Solutions for Chapter 2 -- Solutions for Chapter 3 -- Solutions for Chapter 4 -- Solutions for Chapter 5 -- Solutions for Chapter 6 -- Solutions for Chapter 7 -- Solutions for Chapter 8 -- Solutions for Chapter 9 -- Solutions for Chapter 10 -- Solutions for Chapter 11...

Management science applications frequently involve problems of controlling continuous time dynamic systems, that is, systems which evolve over time. Optimal control theory, a relatively new branch of mathematics, determines the optimal way to control such a dynamic system. The purpose of this...