An introduction to optimal control theory : the dynamic programming approach / Onésimo Hernández-Lerma, Leonardo Ramiro Laura-Guarachi, Saúl Mendoza-Palacios, David González-Sánchez.

This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science,...

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Bibliographic Details
Main Authors: Hernández-Lerma, O. (Onésimo) (Author), Laura-Guarachi, Leonardo Ramiro (Author), Mendoza Palacios, Saúl (Author), González-Sánchez, David (Author)
Format: eBook
Language:English
Published: Cham : Springer, 2023.
Series:Texts in applied mathematics ; v. 76.
Subjects:
Online Access:Click for online access

MARC

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100 1 |a Hernández-Lerma, O.  |q (Onésimo),  |e author.  |1 https://id.oclc.org/worldcat/entity/E39PBJgCPFgcpbf7fpmmr3qCwC  |1 https://isni.org/isni/0000000109273011 
245 1 3 |a An introduction to optimal control theory :  |b the dynamic programming approach /  |c Onésimo Hernández-Lerma, Leonardo Ramiro Laura-Guarachi, Saúl Mendoza-Palacios, David González-Sánchez. 
264 1 |a Cham :  |b Springer,  |c 2023. 
300 |a 1 online resource (254 pages) :  |b illustrations (black and white, and color). 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Texts in applied mathematics ;  |v volume 76 
505 0 |a Introduction: optimal control problems-. Discrete-time deterministic systems -- Discrete-time stochastic control systems -- Continuous-time deterministic systems -- Continuous-time Markov control processes -- Controlled diffusion processes -- Appendices -- Bibliography -- Index. 
520 |a This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others. The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control problems that appear in theory and applications. They include, for instance, finite and infinite horizon control problems in which the underlying dynamic system follows either a deterministic or stochastic difference or differential equation. In the infinite horizon case, it also uses DP to study undiscounted problems, such as the ergodic or long-run average cost. After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations. The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, ...) and stochastic processes. 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
650 0 |a Control theory. 
650 0 |a Mathematical optimization. 
650 0 |a Stochastic processes. 
650 7 |a Control theory  |2 fast 
650 7 |a Mathematical optimization  |2 fast 
650 7 |a Stochastic processes  |2 fast 
700 1 |a Laura-Guarachi, Leonardo Ramiro,  |e author. 
700 1 |a Mendoza Palacios, Saúl,  |e author. 
700 1 |a González-Sánchez, David,  |e author.  |1 https://isni.org/isni/0000000430548739 
776 0 8 |i Print version:  |a Hernández-Lerma, O. (Onésimo).  |t Introduction to optimal control theory.  |d Cham : Springer, 2023  |z 9783031211386  |w (OCoLC)1363813649 
830 0 |a Texts in applied mathematics ;  |v v. 76. 
856 4 0 |u https://holycross.idm.oclc.org/login?auth=cas&url=https://link.springer.com/10.1007/978-3-031-21139-3  |y Click for online access 
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