Infinite-horizon optimal control in the discrete-time framework [electronic resource] / Joël Blot, Naïla Hayek.

Infinite-horizon optimal control in the discrete-time framework [electronic resource] / Joël Blot, Naïla Hayek.

9781461490388 electronic book
1461490383 electronic book
9781461490371

New York : Springer, 2014.

English

1 online resource (vii, 126 pages).

10.1007/978-1-4614-9038-8 doi

QA315

515/.642

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.

Includes bibliographical references.

Access limited to authorized users.

Description based on online resource; title from PDF title page (SpringerLink, viewed November 11, 2013).

SpringerBriefs in optimization, 2190-8354

Online Resources > Ebooks
All Resources