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Infinite Horizon Optimal Control
Carlson, Dean A.; Haurie, Alain; Leizarowitz, Arie
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Description for Infinite Horizon Optimal Control
Paperback. Num Pages: 332 pages, biography. BIC Classification: GPFC; KCA; KJT; PBKQ; TJFM. Category: (P) Professional & Vocational. Dimension: 242 x 170 x 20. Weight in Grams: 602.
This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. 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 optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on ... Read more
This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. 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 optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
332
Condition
New
Number of Pages
332
Place of Publication
Berlin, Germany
ISBN
9783642767579
SKU
V9783642767579
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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