Turnpike Theory of Continuous-Time Linear Optimal Control Problems

• Main Author: Zaslavski, Alexander J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Springer Optimization and Its Applications, 104
• Subjects: Mathematics.; Game theory.; Calculus of variations.; Operations research.; Management science.; Calculus of Variations and Optimal Control; Optimization.; Operations Research, Management Science.; Game Theory, Economics, Social and Behav. Sciences.

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 in...

Table of Contents:

• 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.