Turnpike Theory of Continuous-Time Linear Optimal Control Problems
Zaslavski, Alexander J.
creator
author.
SpringerLink (Online service)
text
gw
2015
monographic
eng
access
IX, 296 p. online resource.
Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control, and in applied functional analysis. Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous nonconvex and nonsmooth integrands. Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.
Preface -- 1. Introduction -- 2. Control systems with periodic convex integrands -- 3. Control systems with non convex integrands -- 4. Stability properties -- 5. Linear control systems with discounting -- 6. Dynamic zero-sum games with linear constraints -- 7. Genericity results -- 8. Variational problems with extended-value integrands -- 9. Dynamic games with extended-valued integrands -- References -- Index.
by Alexander J. Zaslavski.
Mathematics
Game theory
Calculus of variations
Operations research
Management science
Mathematics
Calculus of Variations and Optimal Control; Optimization
Operations Research, Management Science
Game Theory, Economics, Social and Behav. Sciences
QA315-316
QA402.3
QA402.5-QA402.6
515.64
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