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Preface to the Fourth Printing | p. xi |
Preface to the Second Edition | p. xiii |
Preface to the First Edition | p. xv |
Calculus of Variations | |
Introduction | p. 3 |
Example Solved | p. 12 |
Simplest Problem-Euler Equation | p. 14 |
Examples and Interpretations | p. 21 |
Solving the Euler Equation in Special Cases | p. 30 |
Second Order Conditions | p. 41 |
Isoperimetric Problem | p. 47 |
Free End Value | p. 52 |
Free Horizon-Transversality Conditions | p. 57 |
Equality Constrained Endpoint | p. 65 |
Salvage Value | p. 71 |
Inequality Constraint Endpoints and Sensitivity Analysis | p. 77 |
Corners | p. 86 |
Inequality Constraints in (t, x) | p. 90 |
Infinite Horizon Autonomous Problems | p. 95 |
Most Rapid Approach Paths | p. 97 |
Diagrammatic Analysis | p. 102 |
Several Functions and Double Integrals | p. 112 |
Optimal Control | |
Introduction | p. 121 |
Simplest Problem-Necessary Conditions | p. 124 |
Sufficiency | p. 133 |
Interpretations | p. 136 |
Several Variables | p. 142 |
Fixed Endpoint Problems | p. 147 |
Various Endpoint Conditions | p. 155 |
Discounting, Current Values, Comparative Dynamics | p. 164 |
Equilibria in Infinite Horizon Autonomous Problems | p. 174 |
Bounded Controls | p. 185 |
Further Control Constraint | p. 195 |
Discontinuous and Bang-Bang Control | p. 202 |
Singular Solutions and Most Rapid Approach Paths | p. 209 |
The Pontryagin Maximum Principle, Existence | p. 218 |
Further Sufficiency Theorems | p. 221 |
Alternative Formulations | p. 227 |
State Variable Inequality Constraints | p. 230 |
Jumps in the State Variable, Switches in State Equations | p. 240 |
Delayed Response | p. 248 |
Optimal Control with Integral State Equations | p. 253 |
Dynamic Programming | p. 259 |
Stochastic Optimal Control | p. 264 |
Differential Games | p. 272 |
Calculus and Nonlinear Programming | |
Calculus Techniques | p. 291 |
Mean-Value Theorems | p. 294 |
Concave and Convex Functions | p. 298 |
Maxima and Minima | p. 303 |
Equality Constrained Optimization | p. 307 |
Inequality Constrained Optimization | p. 313 |
Line Integrals and Green's Theorem | p. 320 |
Differential Equations | |
Introduction | p. 325 |
Linear First Order Differential Equations | p. 328 |
Linear Second Order Differential Equations | p. 332 |
Linear nth Order Differential Equations | p. 339 |
A Pair of Linear Equations | p. 344 |
Existence and Uniqueness of Solutions | p. 350 |
References | p. 353 |
Author Index | p. 367 |
Subject Index | p. 371 |
Table of Contents provided by Ingram. All Rights Reserved. |
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The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.