Infinite Horizon Optimal Control: Deterministic and Stochastic Systems (Paperback) (ISBN-13: 9783642767579)

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, Alain B. Haurie, Arie Leizarowitz
ISBN-10: 3642767575
ISBN-13: 9783642767579
Publisher: Springer
Language: English
Published: 12/08/2011
Pages: 332
Format: Paperback
Weight: 1.29lbs
Size: 9.51h x 6.81w x 0.79d