Turnpike Properties in the Calculus of Variations and Optimal Control

This book is devoted to the recent progress on the turnpike theory. The turnpike property was discovered by Paul A. Samuelson, who applied it to problems in mathematical economics in 1949. These properties were studied for optimal trajectories of models of economic dynamics determined by convex proc...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Boston, MA : Springer US, 2006.
Series:Nonconvex Optimization and Its Applications, 80
Subjects:
Online Access:Full Text via HEAL-Link
Table of Contents:
  • Infinite Horizon Variational Problems
  • Extremals of Nonautonomous Problems
  • Extremals of Autonomous Problems
  • Infinite Horizon Autonomous Problems
  • Turnpike for Autonomous Problems
  • Linear Periodic Control Systems
  • Linear Systems with Nonperiodic Integrands
  • Discrete-Time Control Systems
  • Control Problems in Hilbert Spaces
  • A Class of Differential Inclusions
  • Convex Processes
  • A Dynamic Zero-Sum Game.