Infinite-Horizon Optimal Control in the Discrete-Time Framework
Author | : Joël Blot |
Publisher | : Springer Science & Business Media |
Total Pages | : 130 |
Release | : 2013-11-08 |
ISBN-10 | : 9781461490388 |
ISBN-13 | : 1461490383 |
Rating | : 4/5 (383 Downloads) |
Download or read book Infinite-Horizon Optimal Control in the Discrete-Time Framework written by Joël Blot and published by Springer Science & Business Media. This book was released on 2013-11-08 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.