Skip to main content
SpringerLink
Log in
Book cover

Infinite-Horizon Optimal Control in the Discrete-Time Framework

  • Book
  • © 2014

Overview

Authors:
  1. Joël Blot

    1. Université Paris 1 Panthéon-Sorbonne, Paris, France

    View author publications

    You can also search for this author in PubMed   Google Scholar

  2. Naïla Hayek

    1. Université Paris 2 Panthéon-Assas, Paris, France

    View author publications

    You can also search for this author in PubMed   Google Scholar

  • Examines the Pontryagin principle using a Karush-Kuhn-Tucker theorem in ordered Banach spaces
  • Includes findings on the finite-horizon setting based on the Boltyanski and Michel results
  • Uses various tools of nonlinear functional analysis to analyze the first Pontryagin principle? ?
  • Includes supplementary material: sn.pub/extras

Part of the book series: SpringerBriefs in Optimization (BRIEFSOPTI)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (4 chapters)

  1. Front Matter

    Pages i-vii
    Download chapter PDF

  2. Presentation of the Problems and Tools of the Finite Horizon

    • Joël Blot, Naïla Hayek
    Pages 1-29

  3. Infinite-Horizon Theorems

    • Joël Blot, Naïla Hayek
    Pages 31-62

  4. The Special Case of the Bounded Processes

    • Joël Blot, Naïla Hayek
    Pages 63-89

  5. Related Topics

    • Joël Blot, Naïla Hayek
    Pages 91-92

  6. Back Matter

    Pages 93-126
    Download chapter PDF
Back to top

Keywords

About this book

​​​​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.

Reviews

From the reviews:

“This book essentially ‘examines the Pontryagin principle using a Karush-Kuhn-Tucker theorem in ordered Banach spaces’ for finite-horizon setting based on the results of Boltyanski and Michel results. … is aimed at researchers and doctoral students in a variety of disciplines such as pure and applied mathematics, economics, management, engineering … . This volume is a welcome addition to the classic book … .” (D. Subbaram Naidu, Amazon.com, April, 2014)

Authors and Affiliations

  • Université Paris 1 Panthéon-Sorbonne, Paris, France

    Joël Blot

  • Université Paris 2 Panthéon-Assas, Paris, France

    Naïla Hayek

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation