Overview
- Establishes turnpike properties for linear optimal control problems with non convex integrands and of approximate solutions for zero-sum continuous-time games with two players
- Shows the stability of the turnpike phenomenon for linear optimal control problems
- Obtains the description of solutions in the regions close to the endpoints of the time intervals
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 104)
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Table of contents (9 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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 interested in the calculus of variations, optimal control and in applied functional analysis.
Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous convex smooth integrands. Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.
Reviews
“The monograph is designed to be useful to specialists, being especially well suited for researchers interested in the latest advances in turnpike theory. One of the main features of the book is that it collects together, in a unified way, results of the author published elsewhere, and uses standard notation.” (Juan Pablo Rincón Zapatero, Mathematical Reviews, April, 2016)
Authors and Affiliations
Bibliographic Information
Book Title: Turnpike Theory of Continuous-Time Linear Optimal Control Problems
Authors: Alexander J. Zaslavski
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-3-319-19141-6
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-19140-9Published: 13 July 2015
Softcover ISBN: 978-3-319-36663-0Published: 15 October 2016
eBook ISBN: 978-3-319-19141-6Published: 01 July 2015
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: IX, 296
Topics: Calculus of Variations and Optimal Control; Optimization, Operations Research, Management Science, Game Theory, Economics, Social and Behav. Sciences