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Title
Turnpike theory of continuous-time linear optimal control problems [electronic resource] / Alexander J. Zaslavski.
ISBN
9783319191416 electronic book
3319191411 electronic book
9783319191409
3319191403
Publication Details
Cham : Springer, 2015.
Language
English
Description
1 online resource (ix, 296 p.)
Call Number
QA402.5
Dewey Decimal Classification
519.6
510
Summary
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control, and in applied functional analysis. Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous nonconvex and nonsmooth integrands. Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Series
Springer optimization and its applications ; volume 104.
Preface
1. Introduction
2. Control systems with periodic convex integrands
3. Control systems with non convex integrands
4. Stability properties
5. Linear control systems with discounting
6. Dynamic zero-sum games with linear constraints
7. Genericity results
8. Variational problems with extended-value integrands
9. Dynamic games with extended-valued integrands
References
Index.