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Optimal Control Theory

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Cover of 'Optimal Control Theory'

Table of Contents

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    Book Overview
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    Chapter 1 What Is Optimal Control Theory?
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    Chapter 2 The Maximum Principle: Continuous Time
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    Chapter 3 The Maximum Principle: Mixed Inequality Constraints
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    Chapter 4 The Maximum Principle: Pure State and Mixed Inequality Constraints
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    Chapter 5 Applications to Finance
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    Chapter 6 Applications to Production and Inventory
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    Chapter 7 Applications to Marketing
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    Chapter 8 The Maximum Principle: Discrete Time
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    Chapter 9 Maintenance and Replacement
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    Chapter 10 Applications to Natural Resources
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    Chapter 11 Applications to Economics
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    Chapter 12 Stochastic Optimal Control
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    Chapter 13 Differential Games
Attention for Chapter 5: Applications to Finance
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