Overview
- Investigates individual turnpike results for discrete-time optimal control problems and for dynamic discrete-time two-player zero-sum games
- Contains solutions to a number of problems in optimal control
- Presents new approaches, techniques, and methods
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 119)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (8 chapters)
-
Front Matter
-
Back Matter
Keywords
About this book
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.
Reviews
Authors and Affiliations
Bibliographic Information
Book Title: Discrete-Time Optimal Control and Games on Large Intervals
Authors: Alexander J. Zaslavski
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-3-319-52932-5
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG 2017
Hardcover ISBN: 978-3-319-52931-8Published: 10 April 2017
Softcover ISBN: 978-3-319-85019-1Published: 19 July 2018
eBook ISBN: 978-3-319-52932-5Published: 03 April 2017
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: X, 398
Topics: Calculus of Variations and Optimal Control; Optimization, Systems Theory, Control, Operations Research, Management Science