Infinite Horizon Optimal Control: Deterministic and Stochastic Systems
This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admi...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1991
|
| Ausgabe: | 2nd ed. 1991 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general |
| Beschreibung: | 1 Online-Ressource (XVI, 332 p) |
| ISBN: | 9783642767555 |
| DOI: | 10.1007/978-3-642-76755-5 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV046872478 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200828s1991 |||| o||u| ||||||eng d | ||
| 020 | |a 9783642767555 |9 978-3-642-76755-5 | ||
| 024 | 7 | |a 10.1007/978-3-642-76755-5 |2 doi | |
| 035 | |a (ZDB-2-SBE)978-3-642-76755-5 | ||
| 035 | |a (OCoLC)903191334 | ||
| 035 | |a (DE-599)BVBBV046872478 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 | ||
| 082 | 0 | |a 330.1 |2 23 | |
| 084 | |a QH 721 |0 (DE-625)141612: |2 rvk | ||
| 084 | |a SK 880 |0 (DE-625)143266: |2 rvk | ||
| 100 | 1 | |a Carlson, Dean A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Infinite Horizon Optimal Control |b Deterministic and Stochastic Systems |c by Dean A. Carlson, Alain B. Haurie, Arie Leizarowitz |
| 250 | |a 2nd ed. 1991 | ||
| 264 | 1 | |a Berlin, Heidelberg |b Springer Berlin Heidelberg |c 1991 | |
| 300 | |a 1 Online-Ressource (XVI, 332 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 520 | |a This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general | ||
| 650 | 4 | |a Economic Theory/Quantitative Economics/Mathematical Methods | |
| 650 | 4 | |a Operations Research/Decision Theory | |
| 650 | 4 | |a Systems Theory, Control | |
| 650 | 4 | |a Calculus of Variations and Optimal Control; Optimization | |
| 650 | 4 | |a Control, Robotics, Mechatronics | |
| 650 | 4 | |a Economic theory | |
| 650 | 4 | |a Operations research | |
| 650 | 4 | |a Decision making | |
| 650 | 4 | |a System theory | |
| 650 | 4 | |a Calculus of variations | |
| 650 | 4 | |a Control engineering | |
| 650 | 4 | |a Robotics | |
| 650 | 4 | |a Mechatronics | |
| 650 | 0 | 7 | |a Optimale Kontrolle |0 (DE-588)4121428-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kontrolltheorie |0 (DE-588)4032317-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kontrolltheorie |0 (DE-588)4032317-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Optimale Kontrolle |0 (DE-588)4121428-6 |D s |
| 689 | 1 | |5 DE-604 | |
| 700 | 1 | |a Haurie, Alain B. |4 aut | |
| 700 | 1 | |a Leizarowitz, Arie |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783642767579 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783540542490 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9783642767562 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-642-76755-5 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-SBE |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SBE_Archiv | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032282610 | ||
| 966 | e | |u https://doi.org/10.1007/978-3-642-76755-5 |l BTU01 |p ZDB-2-SBE |q ZDB-2-SBE_Archiv |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181721474662400 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Carlson, Dean A. Haurie, Alain B. Leizarowitz, Arie |
| author_facet | Carlson, Dean A. Haurie, Alain B. Leizarowitz, Arie |
| author_role | aut aut aut |
| author_sort | Carlson, Dean A. |
| author_variant | d a c da dac a b h ab abh a l al |
| building | Verbundindex |
| bvnumber | BV046872478 |
| classification_rvk | QH 721 SK 880 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-3-642-76755-5 (OCoLC)903191334 (DE-599)BVBBV046872478 |
| dewey-full | 330.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.1 |
| dewey-search | 330.1 |
| dewey-sort | 3330.1 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-3-642-76755-5 |
| edition | 2nd ed. 1991 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03952nmm a2200673zc 4500</leader><controlfield tag="001">BV046872478</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200828s1991 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642767555</subfield><subfield code="9">978-3-642-76755-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-3-642-76755-5</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-SBE)978-3-642-76755-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)903191334</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046872478</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.1</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 721</subfield><subfield code="0">(DE-625)141612:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 880</subfield><subfield code="0">(DE-625)143266:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Carlson, Dean A.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Infinite Horizon Optimal Control</subfield><subfield code="b">Deterministic and Stochastic Systems</subfield><subfield code="c">by Dean A. Carlson, Alain B. Haurie, Arie Leizarowitz</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd ed. 1991</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin, Heidelberg</subfield><subfield code="b">Springer Berlin Heidelberg</subfield><subfield code="c">1991</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVI, 332 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory/Quantitative Economics/Mathematical Methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Operations Research/Decision Theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Systems Theory, Control</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Calculus of Variations and Optimal Control; Optimization</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Control, Robotics, Mechatronics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Operations research</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Decision making</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">System theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Calculus of variations</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Control engineering</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Robotics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mechatronics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optimale Kontrolle</subfield><subfield code="0">(DE-588)4121428-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Optimale Kontrolle</subfield><subfield code="0">(DE-588)4121428-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Haurie, Alain B.</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Leizarowitz, Arie</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783642767579</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783540542490</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9783642767562</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-3-642-76755-5</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SBE_Archiv</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032282610</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-3-642-76755-5</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="q">ZDB-2-SBE_Archiv</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046872478 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:37Z |
| indexdate | 2024-07-10T08:56:09Z |
| institution | BVB |
| isbn | 9783642767555 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032282610 |
| oclc_num | 903191334 |
| open_access_boolean | |
| owner | DE-634 |
| owner_facet | DE-634 |
| physical | 1 Online-Ressource (XVI, 332 p) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Springer Berlin Heidelberg |
| record_format | marc |
| spelling | Carlson, Dean A. Verfasser aut Infinite Horizon Optimal Control Deterministic and Stochastic Systems by Dean A. Carlson, Alain B. Haurie, Arie Leizarowitz 2nd ed. 1991 Berlin, Heidelberg Springer Berlin Heidelberg 1991 1 Online-Ressource (XVI, 332 p) txt rdacontent c rdamedia cr rdacarrier This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Control, Robotics, Mechatronics Economic theory Operations research Decision making System theory Calculus of variations Control engineering Robotics Mechatronics Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Kontrolltheorie (DE-588)4032317-1 s DE-604 Optimale Kontrolle (DE-588)4121428-6 s Haurie, Alain B. aut Leizarowitz, Arie aut Erscheint auch als Druck-Ausgabe 9783642767579 Erscheint auch als Druck-Ausgabe 9783540542490 Erscheint auch als Druck-Ausgabe 9783642767562 https://doi.org/10.1007/978-3-642-76755-5 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Carlson, Dean A. Haurie, Alain B. Leizarowitz, Arie Infinite Horizon Optimal Control Deterministic and Stochastic Systems Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Control, Robotics, Mechatronics Economic theory Operations research Decision making System theory Calculus of variations Control engineering Robotics Mechatronics Optimale Kontrolle (DE-588)4121428-6 gnd Kontrolltheorie (DE-588)4032317-1 gnd |
| subject_GND | (DE-588)4121428-6 (DE-588)4032317-1 |
| title | Infinite Horizon Optimal Control Deterministic and Stochastic Systems |
| title_auth | Infinite Horizon Optimal Control Deterministic and Stochastic Systems |
| title_exact_search | Infinite Horizon Optimal Control Deterministic and Stochastic Systems |
| title_exact_search_txtP | Infinite Horizon Optimal Control Deterministic and Stochastic Systems |
| title_full | Infinite Horizon Optimal Control Deterministic and Stochastic Systems by Dean A. Carlson, Alain B. Haurie, Arie Leizarowitz |
| title_fullStr | Infinite Horizon Optimal Control Deterministic and Stochastic Systems by Dean A. Carlson, Alain B. Haurie, Arie Leizarowitz |
| title_full_unstemmed | Infinite Horizon Optimal Control Deterministic and Stochastic Systems by Dean A. Carlson, Alain B. Haurie, Arie Leizarowitz |
| title_short | Infinite Horizon Optimal Control |
| title_sort | infinite horizon optimal control deterministic and stochastic systems |
| title_sub | Deterministic and Stochastic Systems |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Control, Robotics, Mechatronics Economic theory Operations research Decision making System theory Calculus of variations Control engineering Robotics Mechatronics Optimale Kontrolle (DE-588)4121428-6 gnd Kontrolltheorie (DE-588)4032317-1 gnd |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Control, Robotics, Mechatronics Economic theory Operations research Decision making System theory Calculus of variations Control engineering Robotics Mechatronics Optimale Kontrolle Kontrolltheorie |
| url | https://doi.org/10.1007/978-3-642-76755-5 |
| work_keys_str_mv | AT carlsondeana infinitehorizonoptimalcontroldeterministicandstochasticsystems AT hauriealainb infinitehorizonoptimalcontroldeterministicandstochasticsystems AT leizarowitzarie infinitehorizonoptimalcontroldeterministicandstochasticsystems |