1 option
Discrete-time optimal control and games on large intervals / by Alexander J. Zaslavski.
Springer Nature - Springer Mathematics and Statistics eBooks 2017 English International Available online
View online- Format:
- Book
- Author/Creator:
- Zaslavski, Alexander J., Author.
- Series:
- Springer Optimization and Its Applications, 1931-6828 ; 119
- Language:
- English
- Subjects (All):
- Calculus of variations.
- System theory.
- Operations research.
- Management science.
- Calculus of Variations and Optimal Control; Optimization.
- Systems Theory, Control.
- Operations Research, Management Science.
- Local Subjects:
- Calculus of Variations and Optimal Control; Optimization.
- Systems Theory, Control.
- Operations Research, Management Science.
- Physical Description:
- 1 online resource (X, 398 p.)
- Edition:
- 1st ed. 2017.
- Place of Publication:
- Cham : Springer International Publishing : Imprint: Springer, 2017.
- Summary:
- Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals. Results concerning the so-called turnpike property of optimal control problems and zero-sum games in the regions close to the endpoints of the time intervals are the main focus of this book. The description of the structure of approximate solutions on sufficiently large intervals and its stability will interest graduate students and mathematicians in optimal control and game theory, engineering, and economics. This book begins with a brief overview and moves on to analyze the structure of approximate solutions of autonomous nonconcave discrete-time optimal control Lagrange problems.Next the structures of approximate solutions of autonomous discrete-time optimal control problems that are discrete-time analogs of Bolza problems in calculus of variations are studied. The structures of approximate solutions of two-player zero-sum games are analyzed through standard convexity-concavity assumptions. Finally, turnpike properties for approximate solutions in a class of nonautonomic dynamic discrete-time games with convexity-concavity assumptions are examined.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 3-319-52932-3
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.