Infinite Horizon Optimal Control: Deterministic and Stochastic Systems |
Contents
Preface | 1 |
Necessary Conditions and Sufficient Conditions for Optimality | 20 |
Asymptotic Stability and the Turnpike Property in Some Simple Con | 32 |
Copyright | |
10 other sections not shown
Other editions - View all
Infinite Horizon Optimal Control: Theory and Applications Dean A. Carlson,Alain Haurie Limited preview - 2013 |
Common terms and phrases
absolutely continuous admissible control admissible pair admissible trajectories assume Assumption 8.2 asymptotic stability bounded Carathéodory's method Chapter concave function consider constant continuous function control system convergence convex convex set defined denote example existence of overtaking fo(x G-supported trajectories given growth condition Hamilton-Jacobi equation Hamiltonian system holds horizon optimal control hypotheses of Theorem implies infinite horizon optimal infinity Jr(xo Lebesgue integrable Lebesgue measurable Lemma lim inf lim sup lim x(t linear Lipschitz continuous Lo(x matrix maximizing maximum principle measurable function Moreover N₁ nonempty observe obtain optimal control problem optimal trajectory overtaking optimal solution reduction to finite Remark result Section semigroup sequence set valued map slope function strongly optimal solution sufficient conditions t₁ turnpike property unique upper closure upper semicontinuous variable weakly overtaking optimal ән
References to this book
Control and Game-Theoretic Models of the Environment Jerzy Filar,Carlo Carraro No preview available - 1995 |