ENGLISH

Infinite-Horizon Optimal Control in the Discrete-Time Framework

By Joël Blot , Naïla Hayek (auth.)

Book information

Publisher
Springer-Verlag New York
Year
2014
ISBN
978-1-4614-9037-1, 978-1-4614-9038-8
DOI
10.1007/978-1-4614-9038-8
Language
english
Format
PDF
Filesize
1 MB (1386649 bytes)
Series
SpringerBriefs in Optimization
Edition
1
Pages
126\130
Time added
2013-12-12 02:00:00
Calculus of Variations and Optimal Control;Optimiz

Description

​​​​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.

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