001454931 000__ 04307cam\a2200565\i\4500 001454931 001__ 1454931 001454931 003__ OCoLC 001454931 005__ 20230314003235.0 001454931 006__ m\\\\\o\\d\\\\\\\\ 001454931 007__ cr\cn\nnnunnun 001454931 008__ 230301s2023\\\\sz\a\\\\ob\\\\001\0\eng\d 001454931 019__ $$a1371280532 001454931 020__ $$a9783031211393$$q(electronic bk.) 001454931 020__ $$a3031211391$$q(electronic bk.) 001454931 020__ $$z9783031211386 001454931 020__ $$z3031211383 001454931 0247_ $$a10.1007/978-3-031-21139-3$$2doi 001454931 035__ $$aSP(OCoLC)1371440900 001454931 040__ $$aGW5XE$$beng$$erda$$epn$$cGW5XE$$dYDX$$dEBLCP 001454931 049__ $$aISEA 001454931 050_4 $$aQA402.3 001454931 08204 $$a515/.642$$223/eng/20230301 001454931 1001_ $$aHernández-Lerma, O.$$q(Onésimo),$$eauthor.$$1https://isni.org/isni/0000000109273011 001454931 24513 $$aAn introduction to optimal control theory :$$bthe dynamic programming approach /$$cOnésimo Hernández-Lerma, Leonardo Ramiro Laura-Guarachi, Saúl Mendoza-Palacios, David González-Sánchez. 001454931 264_1 $$aCham :$$bSpringer,$$c2023. 001454931 300__ $$a1 online resource (254 pages) :$$billustrations (black and white, and color). 001454931 336__ $$atext$$btxt$$2rdacontent 001454931 337__ $$acomputer$$bc$$2rdamedia 001454931 338__ $$aonline resource$$bcr$$2rdacarrier 001454931 4901_ $$aTexts in applied mathematics ;$$vvolume 76 001454931 504__ $$aIncludes bibliographical references and index. 001454931 5050_ $$aIntroduction: optimal control problems-. Discrete-time deterministic systems -- Discrete-time stochastic control systems -- Continuous-time deterministic systems -- Continuous-time Markov control processes -- Controlled diffusion processes -- Appendices -- Bibliography -- Index. 001454931 506__ $$aAccess limited to authorized users. 001454931 520__ $$aThis book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others. The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost. After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations. The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, ...) and stochastic processes. 001454931 588__ $$aDescription based on print version record. 001454931 650_0 $$aControl theory. 001454931 650_0 $$aMathematical optimization. 001454931 650_0 $$aStochastic processes. 001454931 655_0 $$aElectronic books. 001454931 7001_ $$aLaura-Guarachi, Leonardo Ramiro,$$eauthor. 001454931 7001_ $$aMendoza Palacios, Saúl,$$eauthor. 001454931 7001_ $$aGonzález-Sánchez, David,$$eauthor.$$1https://isni.org/isni/0000000430548739 001454931 77608 $$iPrint version:$$aHernández-Lerma, O. (Onésimo).$$tIntroduction to optimal control theory.$$dCham : Springer, 2023$$z9783031211386$$w(OCoLC)1363813649 001454931 830_0 $$aTexts in applied mathematics ;$$vv. 76. 001454931 852__ $$bebk 001454931 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-031-21139-3$$zOnline Access$$91397441.1 001454931 909CO $$ooai:library.usi.edu:1454931$$pGLOBAL_SET 001454931 980__ $$aBIB 001454931 980__ $$aEBOOK 001454931 982__ $$aEbook 001454931 983__ $$aOnline 001454931 994__ $$a92$$bISE