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Infinite Horizon Optimal Control: Deterministic and Stochastic Systems by Arie Leizarowitz, Dean A. Carlson, Alain B. Haurie (Paperback, 2011)
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Product Information
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 the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general.Product Identifiers
PublisherSpringer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
ISBN-139783642767579
eBay Product ID (ePID)117477512
Product Key Features
Number of Pages332 Pages
Publication NameInfinite Horizon Optimal Control: Deterministic and Stochastic Systems
LanguageEnglish
SubjectEconomics, Computer Science, Mathematics, Management
Publication Year2011
TypeTextbook
Subject AreaData Analysis, Material Science, Mechanical Engineering
AuthorArie Leizarowitz, Dean A. Carlson, Alain B. Haurie
FormatPaperback
Dimensions
Item Height242 mm
Item Weight603 g
Item Width170 mm
Additional Product Features
Country/Region of ManufactureGermany
Title_AuthorArie Leizarowitz, Alain B. Haurie, Dean A. Carlson
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