Infinite-Horizon Optimal Control in the Discrete-Time Framework, Jo?l Blot; Na?la Hayek
Àâòîð: Dean A. Carlson; Alain B. Haurie; Arie Leizarowitz Íàçâàíèå: Infinite Horizon Optimal Control ISBN: 3642767575 ISBN-13(EAN): 9783642767579 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 15372.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. Briefly, this problem can be described as a Lagrange problem with unbounded time interval.
Îïèñàíèå: This book demonstrates the structural characteristics of the optimal control policies in various stochastic supply chains and to shows how to make use of these characteristics to construct easy-to-operate sub-optimal policies.
Îïèñàíèå: This text provides a unified treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbound costs and non-compact control constraint sets.
Îïèñàíèå: As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables.
Îïèñàíèå: The structure of approximate solutions of autonomous discrete-time optimal control problems and individual turnpike results for optimal control problems without convexity (concavity) assumptions are examined in this book.
Àâòîð: Giorgio Fabbri; Fausto Gozzi; Andrzej ?wi?ch; Marc Íàçâàíèå: Stochastic Optimal Control in Infinite Dimension ISBN: 3319530666 ISBN-13(EAN): 9783319530666 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 23757.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: With a Contribution by M. Fuhrman and G. Tessitore
Àâòîð: Atle Seierstad Íàçâàíèå: Stochastic Control in Discrete and Continuous Time ISBN: 1441945695 ISBN-13(EAN): 9781441945693 Èçäàòåëüñòâî: Springer Ðåéòèíã: Öåíà: 6561.00 ð. Íàëè÷èå íà ñêëàäå: Åñòü ó ïîñòàâùèêà Ïîñòàâêà ïîä çàêàç.
Îïèñàíèå: This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.
Îïèñàíèå: This book presents recent developments and applications in multiobjective control of time-discrete systems with a finite set of states. It describes the dynamics of such systems as well as characterized game theoretical properties.
Îïèñàíèå: This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals.
