Infinite-Horizon Optimal Control in the Discrete-Time Framework

In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin's principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin's principles to multi-criteria problems. Infinite-Horizon Optimal Control in the Discrete-Time Framework is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

Examines the Pontryagin principle using a Karush-Kuhn-Tucker theorem in ordered Banach spaces Includes findings on the finite-horizon setting based on the Boltyanski and Michel results Uses various tools of nonlinear functional analysis to analyze the first Pontryagin principle? ? Includes supplementary material: sn.pub/extras

Contenu

1. Presentation of the problems and tools of the finite horizon.- 2. Infinite horizon theorems.- 3. The special case of the bounded processes.- Related topics. Appendix A : Sequences.- Appendix B: Static optimization.- References.