Infinite-horizon optimal control in the discrete-time framework [electronic resource] / Joël Blot, Naïla Hayek.
2014
QA315
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Title
Infinite-horizon optimal control in the discrete-time framework [electronic resource] / Joël Blot, Naïla Hayek.
Author
Blot, Joël, author.
ISBN
9781461490388 electronic book
1461490383 electronic book
9781461490371
1461490383 electronic book
9781461490371
Published
New York : Springer, 2014.
Language
English
Description
1 online resource (vii, 126 pages).
Item Number
10.1007/978-1-4614-9038-8 doi
Call Number
QA315
Dewey Decimal Classification
515/.642
Summary
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.
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Source of Description
Description based on online resource; title from PDF title page (SpringerLink, viewed November 11, 2013).
Added Author
Hayek, Naïla, author.
Series
SpringerBriefs in optimization, 2190-8354
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Table of Contents
Presentation of the problems and tools of the finite horizon
Infinite horizon theorems
The special case of the bounded processes
Related topics
Appendix A : Sequences
Appendix B: Static optimization.
Infinite horizon theorems
The special case of the bounded processes
Related topics
Appendix A : Sequences
Appendix B: Static optimization.