Infinite-Horizon Optimal Control in the Discrete-Time Framework
Infinite-Horizon Optimal Control in the Discrete-Time Framework
In this bookthe authors takea rigorous look at the infinite-horizon discrete-time optimalcontrol theory from the viewpoint of Pontryagins 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 Pontryagins principles to multi-criteria problems. Infinite-Horizon Optimal Control in the Discrete-Time Frameworkis 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.
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