Infinite-Horizon Optimal Control in the Discrete-Time Framework

Joel Blot

ISBN 10: 1461490375 / ISBN 13: 9781461490371

Published by Springer-Verlag New York Inc., 2013

About this Item

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Bibliographic Details

• Title: Infinite-Horizon Optimal Control in the Discrete-Time Framework
• Publisher: Springer-Verlag New York Inc.
• Publication Date: 2013
• Language: English
• ISBN 10: 1461490375
• ISBN 13: 9781461490371
• Binding: Paperback / softback
• Condition: New

About this title

Synopsis

​​​​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.

Review

From the reviews:

“This book essentially ‘examines the Pontryagin principle using a Karush-Kuhn-Tucker theorem in ordered Banach spaces’ for finite-horizon setting based on the results of Boltyanski and Michel results. ... is aimed at researchers and doctoral students in a variety of disciplines such as pure and applied mathematics, economics, management, engineering ... . This volume is a welcome addition to the classic book ... .” (D. Subbaram Naidu, Amazon.com, April, 2014)