Turnpike Theory of Continuous-Time Linear Optimal Control Problems - nieuw boek

Boek bevindt zich in het datenbestand sinds 2016-02-10T14:53:28+01:00 (Amsterdam)
Detailpagina laatst gewijzigd op 2022-10-16T15:46:06+02:00 (Amsterdam)
ISBN/EAN: 9783319191416

ISBN - alternatieve schrijfwijzen:
3-319-19141-1, 978-3-319-19141-6
alternatieve schrijfwijzen en verwante zoekwoorden:
Titel van het boek: optimal control theory, some problems about time, linear theory

Gegevens van de uitgever

Auteur: Alexander J. Zaslavski
Titel: Springer Optimization and Its Applications; Turnpike Theory of Continuous-Time Linear Optimal Control Problems
Uitgeverij: Springer; Springer International Publishing
296 Bladzijden
Verschijningsjaar: 2015-07-01
Cham; CH
Taal: Engels
53,49 € (DE)
55,00 € (AT)
59,00 CHF (CH)
Available
IX, 296 p.

EA; E107; eBook; Nonbooks, PBS / Mathematik/Sonstiges; Optimierung; Verstehen; Baire approach; applied functional analysis; linear control problems; nonautonomous continuous integrand; stability properties; B; Calculus of Variations and Optimization; Operations Research, Management Science; Game Theory; Mathematics and Statistics; Unternehmensforschung; Spieltheorie; BB

Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control and in applied functional analysis.

Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous convex smooth integrands.  Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.

Preface.- 1. Introduction.- 2. Control systems with periodic convex integrands.- 3. Control systems with non convex integrands.- 4. Stability properties.- 5. Linear control systems with discounting.- 6. Dynamic zero-sum games with linear constraints.- 7. Genericity results.- 8. Variational problems with extended-value integrands.- 9. Dynamic games with extended-valued integrands.- References.- Index.

“The monograph is designed to be useful to specialists, being especially well suited for researchers interested in the latest advances in turnpike theory. One of the main features of the book is that it collects together, in a unified way, results of the author published elsewhere, and uses standard notation.” (Juan Pablo Rincón Zapatero, Mathematical Reviews, April, 2016)

Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems.  The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control, and in applied functional analysis.

Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous nonconvex and nonsmooth integrands.  Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.