Infinite-horizon optimal control in the discrete-time framework

著者

    • Blot, Joël
    • Hayek, Naïla

書誌事項

Infinite-horizon optimal control in the discrete-time framework

Joël Blot, Naïla Hayek

(SpringerBriefs in optimization)

Springer, c2014

  • pbk.

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注記

Includes bibliographical references (pages 123-126)

内容説明・目次

内容説明

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.

目次

1. Presentation of the problems and tools of the finite horizon.- 2. Infinite horizon theorems.- 3. The special case of the bounded processes.- Related topics. Appendix A : Sequences.- Appendix B: Static optimization.- References.

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