Turnpike Properties in the Calculus of Variations and Optimal Control
(Nonconvex Optimization and Its Applications ; 80)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | Boston, MA : Springer US |
| 出版年 | 2006 |
| 本文言語 | 英語 |
| 大きさ | XXII, 396 p : online resource |
書誌詳細を非表示
| 内容注記 | Infinite Horizon Variational Problems Extremals of Nonautonomous Problems Extremals of Autonomous Problems Infinite Horizon Autonomous Problems Turnpike for Autonomous Problems Linear Periodic Control Systems Linear Systems with Nonperiodic Integrands Discrete-Time Control Systems Control Problems in Hilbert Spaces A Class of Differential Inclusions Convex Processes A Dynamic Zero-Sum Game |
|---|---|
| 一般注記 | This book is devoted to the recent progress on the turnpike theory. The turnpike property was discovered by Paul A. Samuelson, who applied it to problems in mathematical economics in 1949. These properties were studied for optimal trajectories of models of economic dynamics determined by convex processes. In this monograph the author, a leading expert in modern turnpike theory, presents a number of results concerning the turnpike properties in the calculus of variations and optimal control which were obtained in the last ten years. These results show that the turnpike properties form a general phenomenon which holds for various classes of variational problems and optimal control problems. The book should help to correct the misapprehension that turnpike properties are only special features of some narrow classes of convex problems of mathematical economics. Audience This book is intended for mathematicians interested in optimal control, calculus of variations, game theory and mathematical economics |
| 著者標目 | SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Mathematical optimization LCSH:Calculus of variations FREE:Mathematics FREE:Calculus of Variations and Optimal Control; Optimization FREE:Optimization |
| 分 類 | DC23:515.64 |
| 巻冊次 | ISBN:9780387281544 
|
| ISBN | 9780387281544 |
| URL | http://dx.doi.org/10.1007/0-387-28154-1 |
目次／あらすじ