Numerical Methods For Optimal Control Problems
DOWNLOAD
Download Numerical Methods For Optimal Control Problems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Numerical Methods For Optimal Control Problems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Numerical Methods For Optimal Control Problems
DOWNLOAD
Author : Maurizio Falcone
language : en
Publisher: Springer
Release Date : 2019-02-05
Numerical Methods For Optimal Control Problems written by Maurizio Falcone and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-05 with Science categories.
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.
Numerical Methods For Optimal Control Problems With State Constraints
DOWNLOAD
Author : Radoslaw Pytlak
language : en
Publisher: Springer Science & Business Media
Release Date : 1999-08-19
Numerical Methods For Optimal Control Problems With State Constraints written by Radoslaw Pytlak and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-08-19 with Science categories.
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.
Formulation And Numerical Solution Of Quantum Control Problems
DOWNLOAD
Author : Alfio Borzi
language : en
Publisher: SIAM
Release Date : 2017-07-06
Formulation And Numerical Solution Of Quantum Control Problems written by Alfio Borzi and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-06 with Mathematics categories.
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.
Numerical Methods For Stochastic Control Problems In Continuous Time
DOWNLOAD
Author : Harold Kushner
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Numerical Methods For Stochastic Control Problems In Continuous Time written by Harold Kushner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Mathematics categories.
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types.
Practical Methods For Optimal Control And Estimation Using Nonlinear Programming
DOWNLOAD
Author : John T. Betts
language : en
Publisher: SIAM
Release Date : 2010-01-01
Practical Methods For Optimal Control And Estimation Using Nonlinear Programming written by John T. Betts and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-01 with Mathematics categories.
The book describes how sparse optimization methods can be combined with discretization techniques for differential-algebraic equations and used to solve optimal control and estimation problems. The interaction between optimization and integration is emphasized throughout the book.
Optimal Control
DOWNLOAD
Author : Bulirsch
language : en
Publisher: Birkhäuser
Release Date : 2013-03-08
Optimal Control written by Bulirsch and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-08 with Social Science categories.
"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.
Optimal Control For Chemical Engineers
DOWNLOAD
Author : Simant Ranjan Upreti
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Optimal Control For Chemical Engineers written by Simant Ranjan Upreti and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Mathematics categories.
This self-contained book gives a detailed treatment of optimal control theory that enables readers to formulate and solve optimal control problems. With a strong emphasis on problem solving, it provides all the necessary mathematical analyses and derivations of important results, including multiplier theorems and Pontryagin's principle. The text presents various examples and basic concepts of optimal control and describes important numerical methods and computational algorithms for solving a wide range of optimal control problems, including periodic processes.
Numerical Methods For Optimal Control Problems
DOWNLOAD
Author : Maurizio Falcone
language : en
Publisher: Springer
Release Date : 2019-01-26
Numerical Methods For Optimal Control Problems written by Maurizio Falcone and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-26 with Science categories.
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.
Numerical Methods For Optimal Control Problems With State Constraints
DOWNLOAD
Author : Radoslaw Pytlak
language : en
Publisher: Springer
Release Date : 2006-11-14
Numerical Methods For Optimal Control Problems With State Constraints written by Radoslaw Pytlak and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Science categories.
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.
Constrained Optimization And Optimal Control For Partial Differential Equations
DOWNLOAD
Author : Günter Leugering
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-01-03
Constrained Optimization And Optimal Control For Partial Differential Equations written by Günter Leugering and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-03 with Mathematics categories.
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.