Infinite-Horizon Optimal Control in the Discrete-Time Framework

2014
ISBN: 978-1-4614-9037-1
Verlag: Springer

Buch, Englisch, 126 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 2175 g

Reihe: SpringerBriefs in Optimization

In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin’s principles. Several Pontryagin principles  are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin’s principles to multi-criteria problems. Infinite-Horizon Optimal Control in the Discrete-Time Framework  is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and  Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

Zielgruppe

Research

Autoren/Hrsg.

Hayek, Naïla

Blot, Joël

Fachgebiete

• Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Regelungstechnik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Operations Research

Inhaltsverzeichnis

1. Presentation of the problems and tools of the finite horizon.- 2. Infinite horizon theorems.- 3. The special case of the bounded processes.- Related topics. Appendix A: Sequences.- Appendix B: Static optimization.- References.