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Author: Maurizio Falcone
Publisher: Springer
ISBN: 9783030019587
Category : Science
Languages : en
Pages : 0
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Book Description
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems, in order to optimize some measure of their performance. Started in the 60's under the pressure of the "space race" between the US and the former USSR, the field now has a far wider scope, and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and management of financial markets. These emerging applications require more and more efficient numerical methods for their solution, a very difficult task due the huge number of variables. The chapters of this volume give an up-to-date presentation of several recent methods in this area including fast dynamic programming algorithms, model predictive control and max-plus techniques. This book is addressed to researchers, graduate students and applied scientists working in the area of control problems, differential games and their applications.
Author: Maurizio Falcone
Publisher: Springer
ISBN: 9783030019587
Category : Science
Languages : en
Pages : 0
Get Book
Book Description
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems, in order to optimize some measure of their performance. Started in the 60's under the pressure of the "space race" between the US and the former USSR, the field now has a far wider scope, and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and management of financial markets. These emerging applications require more and more efficient numerical methods for their solution, a very difficult task due the huge number of variables. The chapters of this volume give an up-to-date presentation of several recent methods in this area including fast dynamic programming algorithms, model predictive control and max-plus techniques. This book is addressed to researchers, graduate students and applied scientists working in the area of control problems, differential games and their applications.
Author: Radoslaw Pytlak
Publisher: Springer Science & Business Media
ISBN: 9783540662143
Category : Science
Languages : en
Pages : 244
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Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
Author: John T. Betts
Publisher: SIAM
ISBN: 0898716888
Category : Mathematics
Languages : en
Pages : 442
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Book Description
A focused presentation of how sparse optimization methods can be used to solve optimal control and estimation problems.
Author: Harold Kushner
Publisher: Springer Science & Business Media
ISBN: 146130007X
Category : Mathematics
Languages : en
Pages : 480
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Book Description
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
Author: Alfio Borzi
Publisher: SIAM
ISBN: 1611974836
Category : Technology & Engineering
Languages : en
Pages : 396
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Book Description
This book provides an introduction to representative nonrelativistic quantum control problems and their theoretical analysis and solution via modern computational techniques. The quantum theory framework is based on the Schr?dinger picture, and the optimization theory, which focuses on functional spaces, is based on the Lagrange formalism. The computational techniques represent recent developments that have resulted from combining modern numerical techniques for quantum evolutionary equations with sophisticated optimization schemes. Both finite and infinite-dimensional models are discussed, including the three-level Lambda system arising in quantum optics, multispin systems in NMR, a charged particle in a well potential, Bose?Einstein condensates, multiparticle spin systems, and multiparticle models in the time-dependent density functional framework. This self-contained book covers the formulation, analysis, and numerical solution of quantum control problems and bridges scientific computing, optimal control and exact controllability, optimization with differential models, and the sciences and engineering that require quantum control methods. ??
Author: Bulirsch
Publisher: Birkhäuser
ISBN: 3034875398
Category : Science
Languages : en
Pages : 352
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Book Description
"Optimal Control" reports on new theoretical and practical advances essential for analysing and synthesizing optimal controls of dynamical systems governed by partial and ordinary differential equations. New necessary and sufficient conditions for optimality are given. Recent advances in numerical methods are discussed. These have been achieved through new techniques for solving large-sized nonlinear programs with sparse Hessians, and through a combination of direct and indirect methods for solving the multipoint boundary value problem. The book also focuses on the construction of feedback controls for nonlinear systems and highlights advances in the theory of problems with uncertainty. Decomposition methods of nonlinear systems and new techniques for constructing feedback controls for state- and control constrained linear quadratic systems are presented. The book offers solutions to many complex practical optimal control problems.
Author: Radoslaw Pytlak
Publisher: Springer
ISBN: 3540486623
Category : Science
Languages : en
Pages : 224
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Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
Author: Maurizio Falcone
Publisher: Springer
ISBN: 3030019594
Category : Science
Languages : en
Pages : 275
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Book Description
This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems, in order to optimize some measure of their performance. Started in the 60's under the pressure of the "space race" between the US and the former USSR, the field now has a far wider scope, and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and management of financial markets. These emerging applications require more and more efficient numerical methods for their solution, a very difficult task due the huge number of variables. The chapters of this volume give an up-to-date presentation of several recent methods in this area including fast dynamic programming algorithms, model predictive control and max-plus techniques. This book is addressed to researchers, graduate students and applied scientists working in the area of control problems, differential games and their applications.
Author: Fredi Tröltzsch
Publisher: American Mathematical Soc.
ISBN: 0821849042
Category : Control theory
Languages : en
Pages : 418
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Book Description
Optimal control theory is concerned with finding control functions that minimize cost functions for systems described by differential equations. This book focuses on optimal control problems where the state equation is an elliptic or parabolic partial differential equation. It includes topics on the existence of optimal solutions.
Author: Bernard Bonnard
Publisher: Springer
ISBN: 3319947915
Category : Mathematics
Languages : en
Pages : 108
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Book Description
This book introduces readers to techniques of geometric optimal control as well as the exposure and applicability of adapted numerical schemes. It is based on two real-world applications, which have been the subject of two current academic research programs and motivated by industrial use – the design of micro-swimmers and the contrast problem in medical resonance imaging. The recently developed numerical software has been applied to the cases studies presented here. The book is intended for use at the graduate and Ph.D. level to introduce students from applied mathematics and control engineering to geometric and computational techniques in optimal control.
