Optimal Control Problems in diffusion processes with a nonsmooth nonlinear boundary condition PDF Download

Author: Eckehard Sachs
Publisher:
ISBN:
Category :
Languages : en
Pages : 27

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Author: Vivek S. Borkar
Publisher: Longman
ISBN:
Category : Control theory
Languages : en
Pages : 212

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Author: Martin Lee Puterman
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 100

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The author considers three problems in the optimal control of diffusion processes. The first is that of optimally controlling a diffusion process on a compact interval. The second problem is that of optimally controlling a diffusion process on a bounded subset of Euclidean n-space, with refledtion on the boundary. The last problem arises in controlling a continuous time production process. (Author).

Author: Homer Franklin Walker
Publisher: Pitman Publishing
ISBN:
Category : Mathematics
Languages : en
Pages : 246

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Author: Wendell Helms Fleming
Publisher:
ISBN:
Category : Differential equations, Parabolic
Languages : en
Pages : 40

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A linear parabolic partial differential equation describing the pathwise filter for a nondegenerate diffusion is changed, by an expotential substitution, into the dynamic programming equation of an optimal stochastic control problem. This substitution is applied to obtain results about the rate of decay as the numerical value of chi approaches infinity of solutions p(chi, tau) to the pathwise filter equation, and for solutions of the corresponding Zakai equation.

Author: Marko M Makela
Publisher: World Scientific
ISBN: 9814522414
Category : Mathematics
Languages : en
Pages : 268

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This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered.

Author: Jean-Pierre Babary
Publisher: Elsevier
ISBN: 1483153231
Category : Technology & Engineering
Languages : en
Pages : 661

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Control of Distributed Parameter Systems 1982 covers the proceeding of the Third International Federation of Automatic Control (IFAC) Symposium on Control of Distributed Parameter Systems. The book reviews papers that tackle issues concerning the control of distributed parameter systems, such as modeling, identification, estimation, stabilization, optimization, and energy system. The topics that the book tackles include notes on optimal and estimation result of nonlinear systems; approximation of the parameter identification problem in distributed parameters systems; and optimal control of a punctually located heat source. This text also encompasses the stabilization of nonlinear parabolic equations and the decoupling approach to the control of large spaceborne antenna systems. Stability of Hilbert space contraction semigroups and the tracking problem in the fractional representation approach are also discussed. This book will be of great interest to researchers and professionals whose work concerns automated control systems.

Author: Miroslav Krstic
Publisher: SIAM
ISBN: 0898718600
Category : Mathematics
Languages : en
Pages : 197

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The text's broad coverage includes parabolic PDEs; hyperbolic PDEs of first and second order; fluid, thermal, and structural systems; delay systems; PDEs with third and fourth derivatives in space (including variants of linearized Ginzburg-Landau, Schrodinger, Kuramoto-Sivashinsky, KdV, beam, and Navier-Stokes equations); real-valued as well as complex-valued PDEs; stabilization as well as motion planning and trajectory tracking for PDEs; and elements of adaptive control for PDEs and control of nonlinear PDEs.

Author: Stanley Roy Pliska
Publisher:
ISBN:
Category : Control theory
Languages : en
Pages : 122

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The paper is concerned with the optimal control of a one-dimensional stationary diffusion process on a compact interval. The drift and diffusion coefficients depend upon a stationary control assumed to be a piece-wise continuous function of the state. The costs generated by the process are functions of both the control and the sample path of the process. Mandl's concept of a controlled diffusion process is generalized by allowing the controls to be vector-valued with the set of admissible control actions defined by a piecewise continuous set-valued function on the state space. Both single and multi-person problems are considered. The main results include necessary and sufficient conditions for a control to be 'optimal' and conditions assuring the existence of a piecewise continuous optimal control. Applications are given to problems of controlling reservoirs, pollution, queues, investments, welfare, and warfare.

Author: Centro internazionale matematico estivo. Session
Publisher: C.I.M.E. Foundation Subseries
ISBN:
Category : Mathematics
Languages : en
Pages : 214

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