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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
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Turnpike Theory of Continuous-Time Linear Optimal Control Problems (Hardcover, 2015 ed.)
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Turnpike Theory of Continuous-Time Linear Optimal Control Problems (Hardcover, 2015 ed.)
Series: Springer Optimization and Its Applications, 104
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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.
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