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Dynamic Optimization for Beginners
EMS Textbooks in Mathematics

Piermarco Cannarsa (Università di Roma “Tor Vergata”, Italy)
Filippo Gazzola (Politecnico di Milano, Italy)

Dynamic Optimization for Beginners

With Prerequisites and Applications

ISBN print 978-3-98547-012-9, ISBN online 978-3-98547-512-4
DOI 10.4171/ETB/23
October 2021, 360 pages, hardcover, 16.5 x 23.5 cm.
49.00 Euro

Nowadays, optimization problems for dynamical systems enter more and more the basic knowledge required to approach applied sciences, engineering, and social sciences. On the other hand, even the results of most common use in this field, known as dynamic optimization, assume familiarity with an advanced mathematical background which may at times be perceived as discouraging.

The main purpose of this book is to give interested readers a friendly introduction to this subject, providing them with the essential notions needed to handle most of the concrete situations they will be faced with. The main topics covered are calculus of variations, optimal control theory, and dynamic programming. As explained above, the book aims to be of interest both to mathematics students and to students or researchers in other disciplines such as economics and data science, who wish to use dynamic optimization in a conscientious way.

The contents are self-contained and all the prerequisites may be found in the first chapters. Many applications are discussed and a large number of examples and exercises, both proposed and solved, complements the theory.

Keywords: dynamic optimization, calculus of variations, optimal control, dynamic programming, Pontryagin minimum principle, Hamilton–Jacobi–Bellman equation