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Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

Dean Carlson, Alain B. Haurie, Arie Leizarowitz




[PDF.zv37] Infinite Horizon Optimal Control: Deterministic and Stochastic Systems

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 | #19144573 in Books |  1991-10-01 | Original language:English | PDF # 1 |  .0 x.0 x.0l,.0 | File type: PDF | 332 pages

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This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agr...

You easily download any file type for your gadget.Infinite Horizon Optimal Control: Deterministic and Stochastic Systems   |  Dean Carlson, Alain B. Haurie, Arie Leizarowitz. I was recommended this book by a dear friend of mine.

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