Bøker av Alexander J. Zaslavski

This book is devoted to the study of the turnpike phenomenon arising in optimal control theory. Special focus is placed on Turnpike results, in sufficient and necessary conditions for the turnpike phenomenon and in its stability under small perturbations of objective functions. The most important feature of this book is that it develops a large, general class of optimal control problems in metric space. Additional value is in the provision of solutions to a number of difficult and interesting problems in optimal control theory in metric spaces. Mathematicians working in optimal control, optimization, and experts in applications of optimal control to economics and engineering, will find this book particularly useful.All main results obtained in the book are new. The monograph contains nine chapters. Chapter 1 is an introduction. Chapter 2 discusses Banach space valued functions, set-valued mappings in infinite dimensional spaces, and related continuous-time dynamical systems. Some convergence results are obtained. In Chapter 3, a discrete-time dynamical system with a Lyapunov function in a metric space induced by a set-valued mapping, is studied. Chapter 4 is devoted to the study of a class of continuous-time dynamical systems, an analog of the class of discrete-time dynamical systems considered in Chapter 3. Chapter 5 develops a turnpike theory for a class of general dynamical systems in a metric space with a Lyapunov function. Chapter 6 contains a study of the turnpike phenomenon for discrete-time nonautonomous problems on subintervals of half-axis in metric spaces, which are not necessarily compact. Chapter 7 contains preliminaries which are needed in order to study turnpike properties of infinite-dimensional optimal control problems. In Chapter 8, sufficient and necessary conditions for the turnpike phenomenon for continuous-time optimal control problems on subintervals of the half-axis in metric spaces, is established. In Chapter 9, the examination continues of the turnpike phenomenon for the continuous-time optimal control problems on subintervals of half-axis in metric spaces discussed in Chapter 8.

The book is devoted to the study of constrained minimization  problems on closed and convex sets in Banach spaces with a Frechet differentiable objective function. Such  problems are well studied in a  finite-dimensional space and in an infinite-dimensional Hilbert space. When the space is Hilbert there are many algorithms for solving optimization problems including the gradient projection algorithm which  is one of the most important tools in the optimization theory, nonlinear analysis and their applications. An optimization problem is described by an  objective function  and a set of feasible points. For the gradient projection algorithm each iteration consists of two steps. The first step is a calculation of a gradient of the objective function while in the second one  we calculate a projection on the feasible  set. In each of these two steps there is a computational error. In our recent research we show that the gradient projection algorithm generates a good approximate solution, if all the computational errors are bounded from above by a small positive constant. It should be mentioned that  the properties of a Hilbert space play an important role. When we consider an optimization problem in a general Banach space the situation becomes more difficult and less understood. On the other hand such problems arise in the approximation theory. The book is of interest for mathematicians working in  optimization. It also can be useful in preparation courses for graduate students.  The main feature of the book which appeals specifically to this audience is the study of algorithms for convex and nonconvex minimization problems in a general Banach space. The book is of interest for experts in applications of optimization to the approximation theory.In this book the goal is to obtain a good approximate solution of the constrained optimization problem in a general Banach space under  the presence of computational errors.  It is shown that the algorithm generates a good approximate solution, if the sequence of computational errors is bounded from above by a small constant. The book consists of four chapters. In the first we discuss several algorithms which are studied in the book and  prove a convergence result for an unconstrained problem which is a prototype of our results for the constrained problem. In Chapter 2 we analyze convex optimization problems. Nonconvex optimization problems  are studied in Chapter 3. In Chapter 4 we study  continuous   algorithms for minimization problems under the presence of computational errors. The algorithm generates a good approximate solution, if the sequence of computational errors is bounded from above by a small constant. The book consists of four chapters. In the first we discuss several algorithms which are studied in the book and  prove a convergence result for an unconstrained problem which is a prototype of our results for the constrained problem. In Chapter 2 we analyze convex optimization problems. Nonconvex optimization problems  are studied in Chapter 3. In Chapter 4 we study  continuous   algorithms for minimization problems under the presence of computational errors.

This book is devoted to the study of two large classes of discrete-time optimal control problems arising in mathematical economics. Nonautonomous optimal control problems of the first class are determined by a sequence of objective functions and sequence of constraint maps. They correspond to a general model of economic growth. We are interested in turnpike properties of approximate solutions and in the stability of the turnpike phenomenon under small perturbations of objective functions and constraint maps. The second class of autonomous optimal control problems  corresponds to another general class of models of economic dynamics which  includes the Robinson-Solow-Srinivasan  model as a particular case. In Chap. 1 we discuss turnpike properties for a large class  of discrete-time optimal control problems studied in the literature and for the Robinson-Solow-Srinivasan model. In Chap. 2 we introduce the first class of optimal control problems and study its turnpike property. This class of problems is also discussed in Chaps. 3-6. In Chap. 3 we study the stability of the turnpike phenomenon under small perturbations of the objective functions. Analogous results for problems with discounting are considered in Chap. 4. In Chap. 5 we study the stability of the turnpike phenomenon under small perturbations of the objective functions and the constraint maps. Analogous results for problems with discounting are established in Chap. 6. The results of Chaps. 5 and 6 are new. The second class of problems is studied in Chaps. 7-9. In Chap. 7 we study the turnpike properties.  The stability of the turnpike phenomenon under small perturbations of the objective functions is established in Chap. 8. In  Chap. 9 we establish the stability of the turnpike phenomenon under small perturbations of the objective functions and the constraint maps. The results of Chaps. 8 and 9 are new. In Chap. 10 we study optimal control problems related to a model of knowledge-based endogenous economic growth and show  the existence of trajectories of unbounded economic growth and provide estimates for the growth rate.

Written by a leading expert in turnpike phenomenon, this book is devoted to the study of symmetric optimization, variational and optimal control problems in infinite dimensional spaces and turnpike properties of their approximate solutions. The book presents a systematic and comprehensive study of general classes of problems in optimization, calculus of variations, and optimal control with symmetric structures from the viewpoint of the turnpike phenomenon. The author establishes generic existence and well-posedness results for optimization problems and individual (not generic) turnpike results for variational and optimal control problems. Rich in impressive theoretical results, the author presents applications to crystallography and discrete dispersive dynamical systems which have prototypes in economic growth theory.This book will be useful for researchers interested in optimal control, calculus of variations turnpike theory and their applications, such as mathematicians, mathematical economists, and researchers in crystallography, to name just a few.

This book is devoted to a detailed study of the subgradient projection method and its variants for convex optimization problems over the solution sets of common fixed point problems and convex feasibility problems.

This book is devoted to the study of classes of optimal control problems arising in economic growth theory, related to the Robinson-Solow-Srinivasan (RSS) model. Chapter 1 discusses turnpike properties for some optimal control problems that are known in the literature, including problems corresponding to the RSS model.

This book is devoted to the study of a class of optimal control problems arising in mathematical economics, related to the Robinson-Solow-Srinivasan (RSS) model.

The discussion takes into consideration the fact that for every algorithm its iteration consists of several steps and that computational errors for different steps are different, in general.

This book provides a comprehensive study of turnpike phenomenon arising in optimal control theory.

This book is devoted to the study of optimal control problems arising in forest management, an important and fascinating topic in mathematical economics studied by many researchers over the years.

This volume contains results concerning well-posedness of optimal control and variational problems, nonoccurrence of the Lavrentiev phenomenon for optimal control and variational problems, and turnpike properties of approximate solutions.