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Author: Winston W. Chang Publisher: ISBN: Category : Languages : en Pages : 0
Book Description
This paper provides a concise guide to dynamic optimization with an integral treatment on various optimal control and dynamic programming problems. It presents essential theorems and methods for obtaining and characterizing solutions to these problems. The paper discusses Pontryagin's maximum principle in optimal control theory under infinite-time horizon and fixed and variable finite-time horizons, discounting vs. no discounting, discrete- vs. continuous-time cases, and the classical calculus of variations method. It also discusses Bellman's principle of optimality in dynamic programming and its relation to the maximum principle. Some elements of stochastic dynamic programming are also discussed.
Author: Winston W. Chang Publisher: ISBN: Category : Languages : en Pages : 0
Book Description
This paper provides a concise guide to dynamic optimization with an integral treatment on various optimal control and dynamic programming problems. It presents essential theorems and methods for obtaining and characterizing solutions to these problems. The paper discusses Pontryagin's maximum principle in optimal control theory under infinite-time horizon and fixed and variable finite-time horizons, discounting vs. no discounting, discrete- vs. continuous-time cases, and the classical calculus of variations method. It also discusses Bellman's principle of optimality in dynamic programming and its relation to the maximum principle. Some elements of stochastic dynamic programming are also discussed.
Author: Morton I. Kamien Publisher: Courier Corporation ISBN: 0486310280 Category : Mathematics Languages : en Pages : 402
Book Description
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author: Xian Wen Ng Publisher: Springer Nature ISBN: 303084417X Category : Technology & Engineering Languages : en Pages : 132
Book Description
This concise text contains the most commonly-encountered examination problems in the topic of Optimization Models and Methods, an important module in engineering and other disciplines where there exists an increasing need to operate optimally and sustainably under constraints, such as tighter resource availability, environmental consideration, and cost pressures. This book is comprehensive in coverage as it includes a diverse spectrum of problems from numerical open-ended questions that probe creative thinking to the relation of concepts to realistic settings. The book adopts many examples of design scenarios as context for curating sample problems. This will help students relate desktop problem-solving to tackling real-world problems. Succinct yet rigorous, with over a 100 pages of problems and corresponding worked solutions presented in detail, the book is ideal for students of engineering, applied science, and market analysis.
Author: Richard Bellman Publisher: Courier Corporation ISBN: 0486317196 Category : Mathematics Languages : en Pages : 388
Book Description
Introduction to mathematical theory of multistage decision processes takes a "functional equation" approach. Topics include existence and uniqueness theorems, optimal inventory equation, bottleneck problems, multistage games, Markovian decision processes, and more. 1957 edition.
Author: Xian Wen Ng Publisher: ISBN: 9783030844189 Category : Languages : en Pages : 0
Book Description
This concise text contains the most commonly-encountered examination problems in the topic of Optimization Models and Methods, an important module in engineering and other disciplines where there exists an increasing need to operate optimally and sustainably under constraints, such as tighter resource availability, environmental consideration, and cost pressures. This book is comprehensive in coverage as it includes a diverse spectrum of problems from numerical open-ended questions that probe creative thinking to the relation of concepts to realistic settings. The book adopts many examples of design scenarios as context for curating sample problems. This will help students relate desktop problem-solving to tackling real-world problems. Succinct yet rigorous, with over a 100 pages of problems and corresponding worked solutions presented in detail, the book is ideal for students of engineering, applied science, and market analysis.
Author: Donald E. Kirk Publisher: Courier Corporation ISBN: 0486135071 Category : Technology & Engineering Languages : en Pages : 466
Book Description
Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.
Author: Gerardus Blokdyk Publisher: 5starcooks ISBN: 9780655411871 Category : Languages : en Pages : 290
Book Description
How can the value of Dynamic Optimization Technology be defined? Is a fully trained team formed, supported, and committed to work on the Dynamic Optimization Technology improvements? Do Dynamic Optimization Technology rules make a reasonable demand on a users capabilities? What are specific Dynamic Optimization Technology Rules to follow? How do we accomplish our long range Dynamic Optimization Technology goals? This one-of-a-kind Dynamic Optimization Technology self-assessment will make you the established Dynamic Optimization Technology domain veteran by revealing just what you need to know to be fluent and ready for any Dynamic Optimization Technology challenge. How do I reduce the effort in the Dynamic Optimization Technology work to be done to get problems solved? How can I ensure that plans of action include every Dynamic Optimization Technology task and that every Dynamic Optimization Technology outcome is in place? How will I save time investigating strategic and tactical options and ensuring Dynamic Optimization Technology costs are low? How can I deliver tailored Dynamic Optimization Technology advice instantly with structured going-forward plans? There's no better guide through these mind-expanding questions than acclaimed best-selling author Gerard Blokdyk. Blokdyk ensures all Dynamic Optimization Technology essentials are covered, from every angle: the Dynamic Optimization Technology self-assessment shows succinctly and clearly that what needs to be clarified to organize the required activities and processes so that Dynamic Optimization Technology outcomes are achieved. Contains extensive criteria grounded in past and current successful projects and activities by experienced Dynamic Optimization Technology practitioners. Their mastery, combined with the easy elegance of the self-assessment, provides its superior value to you in knowing how to ensure the outcome of any efforts in Dynamic Optimization Technology are maximized with professional results. Your purchase includes access details to the Dynamic Optimization Technology self-assessment dashboard download which gives you your dynamically prioritized projects-ready tool and shows you exactly what to do next. Your exclusive instant access details can be found in your book. You will receive the following contents with New and Updated specific criteria: - The latest quick edition of the book in PDF - The latest complete edition of the book in PDF, which criteria correspond to the criteria in... - The Self-Assessment Excel Dashboard, and... - Example pre-filled Self-Assessment Excel Dashboard to get familiar with results generation ...plus an extra, special, resource that helps you with project managing. INCLUDES LIFETIME SELF ASSESSMENT UPDATES Every self assessment comes with Lifetime Updates and Lifetime Free Updated Books. Lifetime Updates is an industry-first feature which allows you to receive verified self assessment updates, ensuring you always have the most accurate information at your fingertips.
Author: Daniel Liberzon Publisher: Princeton University Press ISBN: 0691151873 Category : Mathematics Languages : en Pages : 255
Book Description
This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control
Author: Winston W. Chang
Author: Winston W. Chang
Author: Morton I. Kamien
Author: Xian Wen Ng
Author: Alpha C. Chiang
Author: Richard Bellman
Author: Xian Wen Ng
Author: 
Author: Donald E. Kirk
Author: Gerardus Blokdyk
Author: Daniel Liberzon