Infinite Horizon Optimal Control: Deterministic and Stochastic Systems
ISBN-13:
9780387542492
ISBN-10:
0387542493
Edition:
Revised, Subsequent
Author:
D. A. Carlson, A. B. Haurie, A. Leizarowitz
Publication date:
1991
Publisher:
Springer Verlag
Format:
Hardcover
332 pages
Category:
Engineering
,
Technology
FREE US shipping
Book details
ISBN-13:
9780387542492
ISBN-10:
0387542493
Edition:
Revised, Subsequent
Author:
D. A. Carlson, A. B. Haurie, A. Leizarowitz
Publication date:
1991
Publisher:
Springer Verlag
Format:
Hardcover
332 pages
Category:
Engineering
,
Technology
Summary
Infinite Horizon Optimal Control: Deterministic and Stochastic Systems (ISBN-13: 9780387542492 and ISBN-10: 0387542493), written by authors
D. A. Carlson, A. B. Haurie, A. Leizarowitz, was published by Springer Verlag in 1991.
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Description
This book presents a systematic account of the development of deterministic, continuous time, optimal control problems defined on an unbounded time interval, based on work ranging from the early seventies to the present. The authors have strived to present the work in a manner accessible to a broad audience. With this in mind, the first five chapters require, for the most part, a minimal knowledge of mathematical control theory and therefore provide a good introduction to the subject. The remainder of the book requires more sophisticated mathematics. Throughout the book it is possible to distinguish three categories of research. First, the extension of the classical necessary conditions to the various weaker types of optimality (eg. overtaking optimality); secondly, the discussion of various sufficient conditions and verification theorems; and finally, the discussion of existence theorems for the various types of optimality. The common link between these categories is the "Turnpike Property". Once this property is seen to hold, it is possible to begin investigating the above categories.
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