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A Survey of Management Science Applications of the Deterministic Maximum
Theory and Computation
6 other sections not shown
adaptive control adaptive schemes analysis Annals of Economic applications approach approximation assumed assumption Athans Automatic Control Bar-Shalom Bensoussan Bultez calculus of variations certainty equivalence Chow computational concave constraints control rule control variables convex cost covariance decision defined derived deterministic differential discrete dynamic programming econometric econometric models effect equation estimation example feedback formulation future given gradient horizon problem inventory investment iteration Journal Kleindorfer Lagrange multipliers learning linear search maintenance Management Science marketing maximization maximum principle minimize model solution inaccuracy nonlinear nonlinear programming objective function obtained Operations Research optimal control problems optimal control theory optimal policy optimal solution optimum paper Pekelman period perturbation planning horizon pollution procedure production planning quadratic random variables Rausser S.P. Sethi solved specification stochastic control structure sufficient statistics survey techniques term tion University unknown parameters York zero function