Download or read book Infinite Horizon Optimal Control written by Dean A. Carlson and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with various classes of deterministic continuous time optimal control problems wh ich are defined over unbounded time intervala. For these problems, the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts; referred to here as "overtaking", "weakly overtaking", "agreeable plans", etc. ; have been proposed. The motivation for studying these problems arisee primarily from the economic and biological aciences where models of this nature arise quite naturally since no natural bound can be placed on the time horizon when one considers the evolution of the state of a given economy or species. The reeponsibility for the introduction of this interesting class of problems rests with the economiste who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey who, in his seminal work on a theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a "Lagrange problem with unbounded time interval". The advent of modern control theory, particularly the formulation of the famoue Maximum Principle of Pontryagin, has had a considerable impact on the treatment of these models as well as optimization theory in general.

Download or read book Infinite Horizon Optimal Control written by Dean Carlson and published by . This book was released on 2014-01-15 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Infinite Horizon Optimal Control Problem written by Lynnell Elizabeth Stern and published by . This book was released on 1980 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Infinite Horizon Optimal Control in the Discrete Time Framework written by Joël Blot and published by Springer Science & Business Media. This book was released on 2013-11-08 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​​​​In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin’s principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin’s principles to multi-criteria problems. ​Infinite-Horizon Optimal Control in the Discrete-Time Framework is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

Download or read book The infinite horizon optimal control problem written by J. C. P. Bus and published by . This book was released on 1983 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Infinite Horizon Optimal Control written by Dean A Carlson and published by . This book was released on 1991-10-17 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Turnpike Phenomenon and Infinite Horizon Optimal Control written by Alexander J. Zaslavski and published by Springer. This book was released on 2014-09-04 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the study of the turnpike phenomenon and describes the existence of solutions for a large variety of infinite horizon optimal control classes of problems. Chapter 1 provides introductory material on turnpike properties. Chapter 2 studies the turnpike phenomenon for discrete-time optimal control problems. The turnpike properties of autonomous problems with extended-value integrands are studied in Chapter 3. Chapter 4 focuses on large classes of infinite horizon optimal control problems without convexity (concavity) assumptions. In Chapter 5, the turnpike results for a class of dynamic discrete-time two-player zero-sum game are proven. This thorough exposition will be very useful for mathematicians working in the fields of optimal control, the calculus of variations, applied functional analysis and infinite horizon optimization. It may also be used as a primary text in a graduate course in optimal control or as supplementary text for a variety of courses in other disciplines. Researchers in other fields such as economics and game theory, where turnpike properties are well known, will also find this Work valuable.

Download or read book Stochastic Linear Quadratic Optimal Control Theory Open Loop and Closed Loop Solutions written by Jingrui Sun and published by Springer Nature. This book was released on 2020-06-29 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues – the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.

Download or read book Existence and Uniqueness of an Optimal Control with an Infinite Horizon written by Jacques-François Thisse and published by . This book was released on 19?? with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Feedback Systems written by Karl Johan Åström and published by Princeton University Press. This book was released on 2021-02-02 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the mathematics needed to model, analyze, and design feedback systems. It is an ideal textbook for undergraduate and graduate students, and is indispensable for researchers seeking a self-contained reference on control theory. Unlike most books on the subject, Feedback Systems develops transfer functions through the exponential response of a system, and is accessible across a range of disciplines that utilize feedback in physical, biological, information, and economic systems. Karl Åström and Richard Murray use techniques from physics, computer science.

Download or read book On the Existence of Optimal Solutions for Infinite Horizon Optimal Control Problems written by Dean A. Carlson and published by . This book was released on 1983 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Necessary Conditions for Infinite horizon Discounted Two stage Optimal Control Problems written by Miltos Makris and published by . This book was released on 1998 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Necessary conditions for optimal control problems with infinite horizon and time path restrictions written by Atla Seierstad and published by . This book was released on 1977 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Approximation of Continuous time Infinite horizon Optimal Control Problems Arising in Model Predictive Control Supplementary Notes written by Michael Muehlebach and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Special Issue on Recent Advances in Infinite Horizon Optimal Control written by K. Fan and published by . This book was released on 2009 with total page 2 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The infinite horizon optimal control problem on manifolds written by J. C. Bus and published by . This book was released on 1983 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Calculus of Variations and Optimal Control Theory written by Daniel Liberzon and published by Princeton University Press. This book was released on 2012 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control