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Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

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Management number 231996580 Release Date 2026/06/18 List Price US$40.16 Model Number 231996580
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This work presents a systematic account of the development of infinite horizon optimal control. It is demonstrated that the usual concept of optimality is insufficient as it assumes, a priori, that the objective functional is finite. To avoid this difficulty a hierarchy of optimality concepts have been developed, which serves as a background for the treatment of the usual questions encountered in optimization. Namely, the book investigates necessary conditions for optimality, sufficient conditions for optimality, and the existence of optimal solutions. Read more

ISBN10 3642767575
ISBN13 978-3642767579
Edition Second Edition 1991
Language English
Publisher Springer
Dimensions 6.69 x 0.8 x 9.53 inches
Item Weight 1.29 pounds
Print length 348 pages
Publication date December 8, 2011

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