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Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

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Product Details
Author:
Dean A. Carlson
Publisher:
Springer
Publication Date:
Dec 08, 2011
Number of pages:
332 pages
Binding:
Paperback or Softback
ISBN-10:
3642767575
ISBN-13:
9783642767579

Overview

This work presents a systematic account of the development of infinite horizon optimal control. It is demonstrated that the usual concept of optimality is insufficient as it assumes, a priori, that the objective functional is finite. To avoid this difficulty a hierarchy of optimality concepts have been developed, which serves as a background for the treatment of the usual questions encountered in optimization. Namely, the book investigates necessary conditions for optimality, sufficient conditions for optimality, and the existence of optimal solutions.


  • | Author: Dean A. Carlson
  • | Publisher: Springer
  • | Publication Date: Dec 08, 2011
  • | Number of Pages: 332 pages
  • | Binding: Paperback or Softback
  • | ISBN-10: 3642767575
  • | ISBN-13: 9783642767579

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