Libro infinite horizon optimal control: deterministic and stochastic systems De Carlson, Dean A. ; Haurie, Alain B. ; Leizarowitz,

portada infinite horizon optimal control: deterministic and stochastic systems

Formato

Libro Físico

Autor

Editorial

Año

2011

Idioma

Inglés

N° páginas

332

Encuadernación

Tapa Blanda

Dimensiones

24.2 x 17.3 x 2.0 cm

Peso

0.59 kg.

ISBN

3642767575

ISBN13

9783642767579

N° edición

0002

Categorías

Teoría y filosofía de la economía
Programación lineal
Matemáticas aplicadas

infinite horizon optimal control: deterministic and stochastic systems

Dean A. Carlson (Autor) · Alain B. Haurie (Autor) · Arie Leizarowitz (Autor) · Springer · Tapa Blanda

Sin Stock

Reseña del libro "infinite horizon optimal control: deterministic and stochastic systems"

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.