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Dynamic optimization. The calculus of variations and optimal control in economics and management. 2nd ed. (English) Zbl 0727.90002
Advanced Textbooks in Economics, 31. Amsterdam etc.: North-Holland. xvii, 377 p. (1991).
For a review see the first edition (1981; Zbl 0455.49002).

MSC:
90-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
49-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control
90C39 Dynamic programming
90C90 Applications of mathematical programming
49L20 Dynamic programming in optimal control and differential games
93C95 Application models in control theory
91B62 Economic growth models
93E20 Optimal stochastic control
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