Infinite-Horizon Optimal Control in the Discrete-Time Framework

  • Joël Blot
  • Naïla Hayek

Part of the SpringerBriefs in Optimization book series (BRIEFSOPTI)

Table of contents

  1. Front Matter
    Pages i-vii
  2. Joël Blot, Naïla Hayek
    Pages 31-62
  3. Joël Blot, Naïla Hayek
    Pages 63-89
  4. Joël Blot, Naïla Hayek
    Pages 91-92
  5. Back Matter
    Pages 93-126

About this book

Introduction

​​​​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.

Keywords

Infinite Horizon Karush-Kuhn-Tuckey Theorems Maximum principle of Pontryagin Optimal Control discrete time

Authors and affiliations

  • Joël Blot
    • 1
  • Naïla Hayek
    • 2
  1. 1.Université Paris 1 Panthéon-SorbonneParisFrance
  2. 2.Université Paris 2 Panthéon-AssasParisFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4614-9038-8
  • Copyright Information Joël Blot, Naïla Hayek 2014
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4614-9037-1
  • Online ISBN 978-1-4614-9038-8
  • Series Print ISSN 2190-8354
  • Series Online ISSN 2191-575X
  • About this book
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