Author: Anton Hendrik EversPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 91
Book Description
Sensitivity Analysis of Optimal Control Problems
Author: Anton Hendrik EversPublisher:
ISBN:
Category : Control theory
Languages : en
Pages : 91
Book Description
Sensitivity Analysis for Optimal Control Problems. Stochastic Optimal Control with a Probability Constraint
Author: Laurent PfeifferPerturbations, Approximations and Sensitivity Analysis of Optimal Control Systems
Author: A. L. DontchevPublisher: Springer
ISBN:
Category : Language Arts & Disciplines
Languages : en
Pages : 168
Book Description
Stability and Sensitivity Analysis for Optimal Control Problems with Control-state Constraints
Author: Kazimierz MalanowskiPublisher:
ISBN:
Category : Differential equations, Nonlinear
Languages : en
Pages : 51
Book Description
Perturbations, Approximations, and Sensitivity Analysis of Optimal Control Systems
Author: A. L. DontchevPublisher: Springer
ISBN:
Category : Science
Languages : en
Pages : 170
Book Description
Devoted to current problems in sensitivity analysis of optimal control. Two topics are considered: well-posedness, i.e. continuation of the solutions; & estimation of variations in solutions of constrained optimal control problems resulting from various changes of the model.
Sensitivity Analysis for Optimal Control Problems
Author: Kazimierz MalanowskiSensitivity Analysis for State Constrained Optimal Control Problems
Author: Kazimierz MalanowskiNumerical Methods in Sensitivity Analysis and Shape Optimization
Author: Emmanuel LaportePublisher: Springer Science & Business Media
ISBN: 1461200695
Category : Technology & Engineering
Languages : en
Pages : 202
Book Description
Sensitivity analysis and optimal shape design are key issues in engineering that have been affected by advances in numerical tools currently available. This book, and its supplementary online files, presents basic optimization techniques that can be used to compute the sensitivity of a given design to local change, or to improve its performance by local optimization of these data. The relevance and scope of these techniques have improved dramatically in recent years because of progress in discretization strategies, optimization algorithms, automatic differentiation, software availability, and the power of personal computers. Numerical Methods in Sensitivity Analysis and Shape Optimization will be of interest to graduate students involved in mathematical modeling and simulation, as well as engineers and researchers in applied mathematics looking for an up-to-date introduction to optimization techniques, sensitivity analysis, and optimal design.
Comparative Dynamics (Sensitivity Analysis) in Optimal Control Theory
Author: Hajime OnikiPublisher:
ISBN:
Category :
Languages : en
Pages : 46
Book Description
The paper considers an optimal control problem with a parameter and develops a systematic method for comparative dynamics. A sufficient condition for the optimum solution to be differentiable with respect to the parameter is provided. Formulas for computing the derivative are given in the form of initial-value problems of linear differential equations. Possibility of discontinuous optimal controls is fully taken care of. The derivative of the maximized objective function with respect to the parameter is expressed in a simple form by using the auxiliary variables. An example of the comparative dynamics is given in terms of a model of optimal capital accumulation.
Author: Roland Griesse