Global Methods in Optimal Control Theory PDF Download

Author: Vadim Krotov
Publisher: CRC Press
ISBN: 9780824793296
Category : Mathematics
Languages : en
Pages : 410

View

Book Description
This work describes all basic equaitons and inequalities that form the necessary and sufficient optimality conditions of variational calculus and the theory of optimal control. Subjects addressed include developments in the investigation of optimality conditions, new classes of solutions, analytical and computation methods, and applications.

Author: Prem K. Kythe
Publisher: CRC-Press
ISBN: 9780849378539
Category : Mathematics
Languages : en
Pages : 400

View

Book Description
This book provides an accessible treatment of this demanding subject. The authors integrate the use of Mathematica throughout the book rather than just providing a few sample problems at the end of chapters. Although rich in the theory for developing underlying mathematical analysis, the text emphasizes the development of methods. Partial Differential Equations and Mathematica provides basic concepts and methods for beginners as well as provides training and encouragement for those continuing their studies in the subject or in applied areas.

Author: Alexander B. Kurzhanski
Publisher: Springer Science & Business Media
ISBN: 146120349X
Category : Science
Languages : en
Pages : 286

View

Book Description
The purpose of this volume is to present a coherent collection of overviews of recent Russian research in Control Theory and Nonlinear Dynamics written by active investigators in these fields. It is needless to say that the contribution of the scientists of the former Soviet Union to the development of nonlinear dynamics and control was significant and that their scientific schools and research community have highly evolved points of view, accents and depth which complemented, enhanced and sometimes inspired research directions in the West. With scientific exchange strongly increasing, there is still a consider able number of Eastern publications unknown to the Western community. We have therefore encouraged the authors to produce extended bibliogra phies in their papers. The particular emphasis of this volume is on the treatment of uncer tain systems in a deterministic setting-a field highly developed in the former Soviet Union and actively investigated in the West. The topics are concentrated around the three main branches of un certain dynamics which are the theory of Differential Games, the set membership approach to Evolution, Estimation and Control and the the ory of Robust Stabilization. The application of these techniques to non linear systems as well as the global optimization of the latter are also among the issues treated in this volume.

Author: Donald E. Kirk
Publisher: Courier Corporation
ISBN: 0486135071
Category : Technology & Engineering
Languages : en
Pages : 466

View

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: Heinz Schättler
Publisher: Springer Science & Business Media
ISBN: 1461438349
Category : Mathematics
Languages : en
Pages : 652

View

Book Description
This book gives a comprehensive treatment of the fundamental necessary and sufficient conditions for optimality for finite-dimensional, deterministic, optimal control problems. The emphasis is on the geometric aspects of the theory and on illustrating how these methods can be used to solve optimal control problems. It provides tools and techniques that go well beyond standard procedures and can be used to obtain a full understanding of the global structure of solutions for the underlying problem. The text includes a large number and variety of fully worked out examples that range from the classical problem of minimum surfaces of revolution to cancer treatment for novel therapy approaches. All these examples, in one way or the other, illustrate the power of geometric techniques and methods. The versatile text contains material on different levels ranging from the introductory and elementary to the advanced. Parts of the text can be viewed as a comprehensive textbook for both advanced undergraduate and all level graduate courses on optimal control in both mathematics and engineering departments. The text moves smoothly from the more introductory topics to those parts that are in a monograph style were advanced topics are presented. While the presentation is mathematically rigorous, it is carried out in a tutorial style that makes the text accessible to a wide audience of researchers and students from various fields, including the mathematical sciences and engineering. Heinz Schättler is an Associate Professor at Washington University in St. Louis in the Department of Electrical and Systems Engineering, Urszula Ledzewicz is a Distinguished Research Professor at Southern Illinois University Edwardsville in the Department of Mathematics and Statistics.

Author: Suresh P. Sethi
Publisher: Springer Nature
ISBN: 3030917452
Category : Business & Economics
Languages : en
Pages : 520

View

Book Description
This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.

Author: S. I︠A︡ Serovaĭskiĭ
Publisher: Walter de Gruyter
ISBN: 9789067644006
Category : Mathematics
Languages : en
Pages : 192

View

Book Description
This monograph deals with cases where optimal control either does not exist or is not unique, cases where optimality conditions are insufficient of degenerate, or where extremum problems in the sense of Tikhonov and Hadamard are ill-posed, and other situations. A formal application of classical optimisation methods in such cases either leads to wrong results or has no effect. The detailed analysis of these examples should provide a better understanding of the modern theory of optimal control and the practical difficulties of solving extremum problems.

Author: Daniel Léonard
Publisher: Cambridge University Press
ISBN: 9780521337465
Category : Business & Economics
Languages : en
Pages : 372

View

Book Description
Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.

Author: William W. Hager
Publisher: Springer Science & Business Media
ISBN: 1475760957
Category : Technology & Engineering
Languages : en
Pages : 529

View

Book Description
February 27 - March 1, 1997, the conference Optimal Control: The ory, Algorithms, and Applications took place at the University of Florida, hosted by the Center for Applied Optimization. The conference brought together researchers from universities, industry, and government laborato ries in the United States, Germany, Italy, France, Canada, and Sweden. There were forty-five invited talks, including seven talks by students. The conference was sponsored by the National Science Foundation and endorsed by the SIAM Activity Group on Control and Systems Theory, the Mathe matical Programming Society, the International Federation for Information Processing (IFIP), and the International Association for Mathematics and Computers in Simulation (IMACS). Since its inception in the 1940s and 1950s, Optimal Control has been closely connected to industrial applications, starting with aerospace. The program for the Gainesville conference, which reflected the rich cross-disci plinary flavor of the field, included aerospace applications as well as both novel and emerging applications to superconductors, diffractive optics, non linear optics, structural analysis, bioreactors, corrosion detection, acoustic flow, process design in chemical engineering, hydroelectric power plants, sterilization of canned foods, robotics, and thermoelastic plates and shells. The three days of the conference were organized around the three confer ence themes, theory, algorithms, and applications. This book is a collection of the papers presented at the Gainesville conference. We would like to take this opportunity to thank the sponsors and participants of the conference, the authors, the referees, and the publisher for making this volume possible.

Author: Thomas A. Weber
Publisher: MIT Press
ISBN: 0262015730
Category : Business & Economics
Languages : en
Pages : 387

View

Book Description
A rigorous introduction to optimal control theory, with an emphasis on applications in economics. This book bridges optimal control theory and economics, discussing ordinary differential equations, optimal control, game theory, and mechanism design in one volume. Technically rigorous and largely self-contained, it provides an introduction to the use of optimal control theory for deterministic continuous-time systems in economics. The theory of ordinary differential equations (ODEs) is the backbone of the theory developed in the book, and chapter 2 offers a detailed review of basic concepts in the theory of ODEs, including the solution of systems of linear ODEs, state-space analysis, potential functions, and stability analysis. Following this, the book covers the main results of optimal control theory, in particular necessary and sufficient optimality conditions; game theory, with an emphasis on differential games; and the application of control-theoretic concepts to the design of economic mechanisms. Appendixes provide a mathematical review and full solutions to all end-of-chapter problems. The material is presented at three levels: single-person decision making; games, in which a group of decision makers interact strategically; and mechanism design, which is concerned with a designer's creation of an environment in which players interact to maximize the designer's objective. The book focuses on applications; the problems are an integral part of the text. It is intended for use as a textbook or reference for graduate students, teachers, and researchers interested in applications of control theory beyond its classical use in economic growth. The book will also appeal to readers interested in a modeling approach to certain practical problems involving dynamic continuous-time models.