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Introduction

In: Dynamic Optimization and Differential Games

Author

Listed:
  • Terry L. Friesz

    (Pennsylvania State University)

Abstract

In this book we present the theory of continuous-time dynamic optimization, covering the classical calculus of variations, the modern theory of optimal control, and their linkage to infinite-dimensional mathematical programming. We present an overview of the main classes of practical algorithms for solving dynamic optimization problems and develop some facility with the art of formulating dynamic optimization models. Upon completing our study of dynamic optimization, we turn to dynamic Nash games. Our coverage of dynamic games emphasizes continuous-time variational inequalities and subsumes portions of the classical theory of differential games.

Suggested Citation

  • Terry L. Friesz, 2010. "Introduction," International Series in Operations Research & Management Science, in: Dynamic Optimization and Differential Games, chapter 0, pages 1-32, Springer.
    • Handle: RePEc:spr:isochp:978-0-387-72778-3_1
    DOI: 10.1007/978-0-387-72778-3_1
    as

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