Introduction to Optimal Control Theory

Name: Introduction to Optimal Control Theory
Brand: Springer International Publishing AG
SKU: 9783031211386
Price: 275.41 PLN
Availability: InStock

The Dynamic Programming Approach

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

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Oprawa: Twarda

Wydawca: Springer International Publishing AG

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-13 dni

275.41 zł

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

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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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