Infinite-Horizon Optimal Control in the Discrete-Time Framework

by Joël Blot, Naïla Hayek

Overview

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 shastic 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.

Product Details

ISBN-13:	9781461490371
Publisher:	Springer New York
Publication date:	11/09/2013
Series:	SpringerBriefs in Optimization
Edition description:	2014
Pages:	126
Product dimensions:	6.10(w) x 9.25(h) x 0.02(d)

Table of Contents

​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.

Editorial Reviews

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)

From the Publisher