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portada infinite horizon optimal control: deterministic and stochastic systems
Type
Physical Book
Author
Publisher
Year
2011
Language
English
Pages
332
Format
Paperback
Dimensions
24.2x17.3x2 cm
Weight
0.59 kg.
ISBN
3642767575
ISBN13
9783642767579
Edition No.
0002
Categories

infinite horizon optimal control: deterministic and stochastic systems

Dean A. Carlson (Author) · Alain B. Haurie (Author) · Arie Leizarowitz (Author) · Springer · Paperback

infinite horizon optimal control: deterministic and stochastic systems - Carlson, Dean A. ; Haurie, Alain B. ; Leizarowitz, Arie

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Synopsis "infinite horizon optimal control: deterministic and stochastic systems"

This work presents a systematic account of the development of infinite horizon optimal control. It is demonstrated that the usual concept of optimality is insufficient as it assumes, a priori, that the objective functional is finite. To avoid this difficulty a hierarchy of optimality concepts have been developed, which serves as a background for the treatment of the usual questions encountered in optimization. Namely, the book investigates necessary conditions for optimality, sufficient conditions for optimality, and the existence of optimal solutions.

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