Infinite Horizon Optimal Control: Theory and Applications

by Dean A Carlson and Alain Haurie

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Book cover for Infinite Horizon Optimal Control

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This book presents a systematic account of the development of deterministic, continuous time, optimal control problems defined on an unbounded time interval, based on work ranging from the early seventies to the present. The authors have strived to present the work in a manner accessible to a broad audience. With this in mind, the first five chapters require, for the most part, a minimal knowledge of mathematical control theory and therefore provide a good introduction to the subject. The remainder of the book requires more sophisticated mathematics. Throughout the book it is possible to distinguish three categories of research. First, the extension of the classical necessary conditions to the various weaker types of optimality (eg. overtaking optimality); secondly, the discussion of various sufficient conditions and verification theorems; and finally, the discussion of existence theorems for the various types of optimality. The common link between these categories is the "Turnpike Property." Once this property is seen to hold, it is possible to begin investigating the above categories.
  • ISBN10 3540178244
  • ISBN13 9783540178248
  • Publish Date 31 December 1987
  • Publish Status Out of Print
  • Out of Print 11 November 2010
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Format Paperback
  • Pages 254
  • Language English