Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

By Dean A. Carlson, Alain Haurie, Arie Leizarowitz, et al.

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.

• Format: Paperback
• Language: English
• ISBN: 3642767575
• ISBN13: 9783642767579
• Release Date: December 2011
• Publisher: Springer
• Length: 332 Pages
• Weight: 1.29 lbs.
• Dimensions: 0.8" x 6.8" x 9.5"