The Robust Maximum Principle
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The Robust Maximum Principle
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Author : Vladimir G. Boltyanski
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-11-06
The Robust Maximum Principle written by Vladimir G. Boltyanski 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 2011-11-06 with Science categories.
Covering some of the key areas of optimal control theory (OCT), a rapidly expanding field, the authors use new methods to set out a version of OCT’s more refined ‘maximum principle.’ The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. This book explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
The Robust Maximum Principle
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Author :
language : en
Publisher:
Release Date : 2011-11-01
The Robust Maximum Principle written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-01 with categories.
New Perspectives And Applications Of Modern Control Theory
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Author : Julio B. Clempner
language : en
Publisher: Springer
Release Date : 2017-09-30
New Perspectives And Applications Of Modern Control Theory written by Julio B. Clempner and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-30 with Technology & Engineering categories.
This edited monograph contains research contributions on a wide range of topics such as stochastic control systems, adaptive control, sliding mode control and parameter identification methods. The book also covers applications of robust and adaptice control to chemical and biotechnological systems. This collection of papers commemorates the 70th birthday of Dr. Alexander S. Poznyak.
Advanced Mathematical Tools For Automatic Control Engineers Volume 2
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Author : Alexander S. Poznyak
language : en
Publisher: Elsevier
Release Date : 2009-08-13
Advanced Mathematical Tools For Automatic Control Engineers Volume 2 written by Alexander S. Poznyak and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-13 with Technology & Engineering categories.
Advanced Mathematical Tools for Automatic Control Engineers, Volume 2: Stochastic Techniques provides comprehensive discussions on statistical tools for control engineers. The book is divided into four main parts. Part I discusses the fundamentals of probability theory, covering probability spaces, random variables, mathematical expectation, inequalities, and characteristic functions. Part II addresses discrete time processes, including the concepts of random sequences, martingales, and limit theorems. Part III covers continuous time stochastic processes, namely Markov processes, stochastic integrals, and stochastic differential equations. Part IV presents applications of stochastic techniques for dynamic models and filtering, prediction, and smoothing problems. It also discusses the stochastic approximation method and the robust stochastic maximum principle. - Provides comprehensive theory of matrices, real, complex and functional analysis - Provides practical examples of modern optimization methods that can be effectively used in variety of real-world applications - Contains worked proofs of all theorems and propositions presented
Stochastic Theory And Control
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Author : Bozenna Pasik-Duncan
language : en
Publisher: Springer
Release Date : 2003-07-01
Stochastic Theory And Control written by Bozenna Pasik-Duncan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-01 with Mathematics categories.
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18–20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-edge topics of stochastic control, which include risk sensitive control, adaptive control, mathematics of ?nance, estimation, identi?cation, optimal control, nonlinear ?ltering, stochastic di?erential equations, stochastic p- tial di?erential equations, and stochastic theory and its applications. The workshop provided an opportunity for many stochastic control researchers to network and discuss cutting-edge technologies and applications, teaching and future directions of stochastic control. Furthermore, the workshop focused on promoting control theory, in particular stochastic control, and it promoted collaborative initiatives in stochastic theory and control and stochastic c- trol education. The lecture on “Adaptation of Real-Time Seizure Detection Algorithm” was videotaped by the PBS. Participants of the workshop have been involved in contributing to the documentary being ?lmed by PBS which highlights the extraordinary work on “Math, Medicine and the Mind: Discovering Tre- ments for Epilepsy” that examines the e?orts of the multidisciplinary team on which several of the participants of the workshop have been working for many years to solve one of the world’s most dramatic neurological conditions. Invited high school teachers of Math and Science were among the part- ipants of this professional meeting.
Geometric Methods And Optimization Problems
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Author : Vladimir Boltyanski
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-11
Geometric Methods And Optimization Problems written by Vladimir Boltyanski 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 2013-12-11 with Mathematics categories.
VII Preface In many fields of mathematics, geometry has established itself as a fruitful method and common language for describing basic phenomena and problems as well as suggesting ways of solutions. Especially in pure mathematics this is ob vious and well-known (examples are the much discussed interplay between lin ear algebra and analytical geometry and several problems in multidimensional analysis). On the other hand, many specialists from applied mathematics seem to prefer more formal analytical and numerical methods and representations. Nevertheless, very often the internal development of disciplines from applied mathematics led to geometric models, and occasionally breakthroughs were b~ed on geometric insights. An excellent example is the Klee-Minty cube, solving a problem of linear programming by transforming it into a geomet ric problem. Also the development of convex programming in recent decades demonstrated the power of methods that evolved within the field of convex geometry. The present book focuses on three applied disciplines: control theory, location science and computational geometry. It is our aim to demonstrate how methods and topics from convex geometry in a wider sense (separation theory of convex cones, Minkowski geometry, convex partitionings, etc.) can help to solve various problems from these disciplines.
Robust Output Lq Optimal Control Via Integral Sliding Modes
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Author : Leonid Fridman
language : en
Publisher: Springer
Release Date : 2014-07-08
Robust Output Lq Optimal Control Via Integral Sliding Modes written by Leonid Fridman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-08 with Science categories.
Featuring original research from well-known experts in the field of sliding mode control, this book presents new design schemes for a useful and practical optimal control with very few impractical assumptions. The results presented allow optimal control theory to grow in its applicability to real-world systems. On the cutting-edge of optimal control research, this book is an excellent resource for both graduate students and researchers in engineering, mathematics, and optimal control.
Robust Control Design An Optimal Control Approach
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Author : Feng Lin
language : en
Publisher: John Wiley & Sons
Release Date : 2007-09-27
Robust Control Design An Optimal Control Approach written by Feng Lin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-27 with Science categories.
Comprehensive and accessible guide to the three main approaches to robust control design and its applications Optimal control is a mathematical field that is concerned with control policies that can be deduced using optimization algorithms. The optimal control approach to robust control design differs from conventional direct approaches to robust control that are more commonly discussed by firstly translating the robust control problem into its optimal control counterpart, and then solving the optimal control problem. Robust Control Design: An Optimal Control Approach offers a complete presentation of this approach to robust control design, presenting modern control theory in an concise manner. The other two major approaches to robust control design, the H_infinite approach and the Kharitonov approach, are also covered and described in the simplest terms possible, in order to provide a complete overview of the area. It includes up-to-date research, and offers both theoretical and practical applications that include flexible structures, robotics, and automotive and aircraft control. Robust Control Design: An Optimal Control Approach will be of interest to those needing an introductory textbook on robust control theory, design and applications as well as graduate and postgraduate students involved in systems and control research. Practitioners will also find the applications presented useful when solving practical problems in the engineering field.
A Relaxation Based Approach To Optimal Control Of Hybrid And Switched Systems
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Author : Vadim Azhmyakov
language : en
Publisher: Butterworth-Heinemann
Release Date : 2019-02-14
A Relaxation Based Approach To Optimal Control Of Hybrid And Switched Systems written by Vadim Azhmyakov and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-02-14 with Technology & Engineering categories.
A Relaxation Based Approach to Optimal Control of Hybrid and Switched Systems proposes a unified approach to effective and numerically tractable relaxation schemes for optimal control problems of hybrid and switched systems. The book gives an overview of the existing (conventional and newly developed) relaxation techniques associated with the conventional systems described by ordinary differential equations. Next, it constructs a self-contained relaxation theory for optimal control processes governed by various types (sub-classes) of general hybrid and switched systems. It contains all mathematical tools necessary for an adequate understanding and using of the sophisticated relaxation techniques. In addition, readers will find many practically oriented optimal control problems related to the new class of dynamic systems. All in all, the book follows engineering and numerical concepts. However, it can also be considered as a mathematical compendium that contains the necessary formal results and important algorithms related to the modern relaxation theory. - Illustrates the use of the relaxation approaches in engineering optimization - Presents application of the relaxation methods in computational schemes for a numerical treatment of the sophisticated hybrid/switched optimal control problems - Offers a rigorous and self-contained mathematical tool for an adequate understanding and practical use of the relaxation techniques - Presents an extension of the relaxation methodology to the new class of applied dynamic systems, namely, to hybrid and switched control systems
Robust Static Super Replication Of Barrier Options
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Author : Jan H. Maruhn
language : en
Publisher: Walter de Gruyter
Release Date : 2009-07-14
Robust Static Super Replication Of Barrier Options written by Jan H. Maruhn and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-14 with Mathematics categories.
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also relevant in the context of dynamic hedging. The mathematical techniques used to prove appropriate existence, duality and convergence results range from financial mathematics, stochastic and semi-infinite optimization, convex analysis and partial differential equations to semidefinite programming.