Infinite Horizon Optimal Control
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Author |
: Dean A. Carlson |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 270 |
Release |
: 2013-06-29 |
ISBN-10 |
: 9783662025291 |
ISBN-13 |
: 3662025299 |
Rating |
: 4/5 (91 Downloads) |
Synopsis Infinite Horizon Optimal Control by : Dean A. Carlson
This monograph deals with various classes of deterministic continuous time optimal control problems wh ich are defined over unbounded time intervala. For these problems, the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts; referred to here as "overtaking", "weakly overtaking", "agreeable plans", etc. ; have been proposed. The motivation for studying these problems arisee primarily from the economic and biological aciences where models of this nature arise quite naturally since no natural bound can be placed on the time horizon when one considers the evolution of the state of a given economy or species. The reeponsibility for the introduction of this interesting class of problems rests with the economiste who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey who, in his seminal work on a theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a "Lagrange problem with unbounded time interval". The advent of modern control theory, particularly the formulation of the famoue Maximum Principle of Pontryagin, has had a considerable impact on the treatment of these models as well as optimization theory in general.
Author |
: Dean Carlson |
Publisher |
: |
Total Pages |
: 276 |
Release |
: 2014-01-15 |
ISBN-10 |
: 3662025302 |
ISBN-13 |
: 9783662025307 |
Rating |
: 4/5 (02 Downloads) |
Synopsis Infinite Horizon Optimal Control by : Dean Carlson
Author |
: Lynnell Elizabeth Stern |
Publisher |
: |
Total Pages |
: 222 |
Release |
: 1980 |
ISBN-10 |
: OCLC:11023193 |
ISBN-13 |
: |
Rating |
: 4/5 (93 Downloads) |
Synopsis The Infinite Horizon Optimal Control Problem by : Lynnell Elizabeth Stern
Author |
: Joël Blot |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 130 |
Release |
: 2013-11-08 |
ISBN-10 |
: 9781461490388 |
ISBN-13 |
: 1461490383 |
Rating |
: 4/5 (88 Downloads) |
Synopsis Infinite-Horizon Optimal Control in the Discrete-Time Framework by : Joël Blot
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.
Author |
: J. C. P. Bus |
Publisher |
: |
Total Pages |
: 24 |
Release |
: 1983 |
ISBN-10 |
: OCLC:46049941 |
ISBN-13 |
: |
Rating |
: 4/5 (41 Downloads) |
Synopsis The infinite horizon optimal control problem by : J. C. P. Bus
Author |
: Dean A Carlson |
Publisher |
: |
Total Pages |
: 352 |
Release |
: 1991-10-17 |
ISBN-10 |
: 3642767567 |
ISBN-13 |
: 9783642767562 |
Rating |
: 4/5 (67 Downloads) |
Synopsis Infinite Horizon Optimal Control by : Dean A Carlson
Author |
: Alexander J. Zaslavski |
Publisher |
: Springer |
Total Pages |
: 377 |
Release |
: 2014-09-04 |
ISBN-10 |
: 9783319088280 |
ISBN-13 |
: 3319088289 |
Rating |
: 4/5 (80 Downloads) |
Synopsis Turnpike Phenomenon and Infinite Horizon Optimal Control by : Alexander J. Zaslavski
This book is devoted to the study of the turnpike phenomenon and describes the existence of solutions for a large variety of infinite horizon optimal control classes of problems. Chapter 1 provides introductory material on turnpike properties. Chapter 2 studies the turnpike phenomenon for discrete-time optimal control problems. The turnpike properties of autonomous problems with extended-value integrands are studied in Chapter 3. Chapter 4 focuses on large classes of infinite horizon optimal control problems without convexity (concavity) assumptions. In Chapter 5, the turnpike results for a class of dynamic discrete-time two-player zero-sum game are proven. This thorough exposition will be very useful for mathematicians working in the fields of optimal control, the calculus of variations, applied functional analysis and infinite horizon optimization. It may also be used as a primary text in a graduate course in optimal control or as supplementary text for a variety of courses in other disciplines. Researchers in other fields such as economics and game theory, where turnpike properties are well known, will also find this Work valuable.
Author |
: Jingrui Sun |
Publisher |
: Springer Nature |
Total Pages |
: 129 |
Release |
: 2020-06-29 |
ISBN-10 |
: 9783030209223 |
ISBN-13 |
: 3030209229 |
Rating |
: 4/5 (23 Downloads) |
Synopsis Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions by : Jingrui Sun
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues – the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Author |
: Jacques-François Thisse |
Publisher |
: |
Total Pages |
: 24 |
Release |
: 19?? |
ISBN-10 |
: OCLC:901342730 |
ISBN-13 |
: |
Rating |
: 4/5 (30 Downloads) |
Synopsis Existence and Uniqueness of an Optimal Control with an Infinite Horizon by : Jacques-François Thisse
Author |
: Dean A. Carlson |
Publisher |
: |
Total Pages |
: 744 |
Release |
: 1983 |
ISBN-10 |
: OCLC:10124664 |
ISBN-13 |
: |
Rating |
: 4/5 (64 Downloads) |
Synopsis On the Existence of Optimal Solutions for Infinite Horizon Optimal Control Problems by : Dean A. Carlson