Introduction to Optimal Control Theory

Name: Introduction to Optimal Control Theory
Brand: Springer International Publishing AG
SKU: 9783031211386
Price: 25000 HUF
Availability: InStock

The Dynamic Programming Approach

Szerző: David González-Sánchez, Onésimo Hernández-Lerma, Leonardo Ramiro Laura-Guarachi, Saúl Mendoza-Palacios

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Kötés: Kemény kötésű

Kiadó: Springer International Publishing AG

Elérhetőség: Beszállítói készleten

Küldés 10-13 napon belül

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This book introduces optimal control problems for large families of deterministic and stochastic sys...

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Teljes leírás

This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others.The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost.

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Introduction to Optimal Control Theory

The Dynamic Programming Approach

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Teljes leírás

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