Infinite-Horizon Optimal Control in the Discrete-Time Framework (eBook, PDF)

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¿¿¿¿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...

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