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020 ▼a 9780438136069
035 ▼a (MiAaPQ)AAI10903781
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 658
1001 ▼a Wang, Yiou.
24510 ▼a Optimal Control, Differential Variational Inequalities, and Their Application to Traffic Science, Revenue Management and Supply Chains.
260 ▼a [S.l.] : ▼b The Pennsylvania State University., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 176 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B.
5021 ▼a Thesis (Ph.D.)--The Pennsylvania State University, 2018.
520 ▼a Optimal control problems and differential Nash games have been employed by many scholars in the study of dynamic pricing, supply chain management and transportation network flow problems. This dissertation emphasizes the extension of frequently
520 ▼a For the feedback differential Nash games, this dissertation briefly reviews the classical theory of Hamilton-Jacobi-Bellman equation and the general technique to synthesis feedback optimal control from its solution. Such techniques are then appl
520 ▼a In the study of differential Nash games with Ito-type of stochastic dynamics, this dissertation starts from reviewing the stochastic maximum principle. It then proposes stochastic differential variational inequality (S-DVI) as the necessary cond
590 ▼a School code: 0176.
650 4 ▼a Industrial engineering.
690 ▼a 0546
71020 ▼a The Pennsylvania State University. ▼b Industrial and Manufacturing Engineering.
7730 ▼t Dissertation Abstracts International ▼g 79-12B(E).
773 ▼t Dissertation Abstract International
790 ▼a 0176
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T15000738 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자