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Springer Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

Amazon

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
08 December 2011
Listed Since
12 July 2012

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