A Variational Approach to Optimal Control of ODEs

A Variational Approach to Optimal Control of ODEs PDF Author: Pablo Pedregal
Publisher: SIAM
ISBN: 1611977118
Category : Mathematics
Languages : en
Pages : 202

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Book Description
This self-contained book presents in a unified, systematic way the basic principles of optimal control governed by ODEs. Using a variational perspective, the author incorporates important restrictions like constraints for control and state, as well as the state system itself, into the equivalent variational reformulation of the problem. The fundamental issues of existence of optimal solutions, optimality conditions, and numerical approximation are then examined from this variational viewpoint. Inside, readers will find a unified approach to all the basic issues of optimal control, academic and real-world examples testing the book’s variational approach, and a rigorous treatment stressing ideas and arguments rather than the underlying mathematical formalism. A Variational Approach to Optimal Control of ODEs is mainly for applied analysts, applied mathematicians, and control engineers, but will also be helpful to other scientists and engineers who want to understand the basic principles of optimal control governed by ODEs. It requires no prerequisites in variational problems or expertise in numerical approximation. It can be used for a first course in optimal control.

A Variational Approach to Optimal Control of ODEs

A Variational Approach to Optimal Control of ODEs PDF Author: Pablo Pedregal
Publisher: SIAM
ISBN: 1611977118
Category : Mathematics
Languages : en
Pages : 202

Get Book Here

Book Description
This self-contained book presents in a unified, systematic way the basic principles of optimal control governed by ODEs. Using a variational perspective, the author incorporates important restrictions like constraints for control and state, as well as the state system itself, into the equivalent variational reformulation of the problem. The fundamental issues of existence of optimal solutions, optimality conditions, and numerical approximation are then examined from this variational viewpoint. Inside, readers will find a unified approach to all the basic issues of optimal control, academic and real-world examples testing the book’s variational approach, and a rigorous treatment stressing ideas and arguments rather than the underlying mathematical formalism. A Variational Approach to Optimal Control of ODEs is mainly for applied analysts, applied mathematicians, and control engineers, but will also be helpful to other scientists and engineers who want to understand the basic principles of optimal control governed by ODEs. It requires no prerequisites in variational problems or expertise in numerical approximation. It can be used for a first course in optimal control.

Optimal Control

Optimal Control PDF Author: Arturo Locatelli
Publisher: Springer Science & Business Media
ISBN: 9783764364083
Category : Education
Languages : en
Pages : 318

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Book Description
From the reviews: "The style of the book reflects the author’s wish to assist in the effective learning of optimal control by suitable choice of topics, the mathematical level used, and by including numerous illustrated examples. . . .In my view the book suits its function and purpose, in that it gives a student a comprehensive coverage of optimal control in an easy-to-read fashion." —Measurement and Control

Calculus of Variations and Optimal Control Theory

Calculus of Variations and Optimal Control Theory PDF Author: Daniel Liberzon
Publisher: Princeton University Press
ISBN: 0691151873
Category : Mathematics
Languages : en
Pages : 255

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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

Business Dynamics Models

Business Dynamics Models PDF Author: Eugenius Kaszkurewicz
Publisher: SIAM
ISBN: 1611977312
Category : Mathematics
Languages : en
Pages : 208

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Book Description
This book introduces optimal control methods, formulated as optimization problems, applied to business dynamics problems. Business dynamics refers to a combination of business management and financial objectives embedded in a dynamical system model. The model is subject to a control that optimizes a performance index and takes both management and financial aspects into account. Business Dynamics Models: Optimization-Based One Step Ahead Optimal Control includes solutions that provide a rationale for the use of optimal control and guidelines for further investigation into more complex models, as well as formulations that can also be used in a so-called flight simulator mode to investigate different complex scenarios. The text offers a modern programming environment (Jupyter notebooks in JuMP/Julia) for modeling, simulation, and optimization, and Julia code and notebooks are provided on a website for readers to experiment with their own examples. This book is intended for students majoring in applied mathematics, business, and engineering. The authors use a formulation-algorithm-example approach, rather than the classical definition-theorem-proof, making the material understandable to senior undergraduates and beginning graduates.

Extremum Seeking Through Delays and PDEs

Extremum Seeking Through Delays and PDEs PDF Author: Tiago Roux Oliveira
Publisher: SIAM
ISBN: 1611977355
Category : Mathematics
Languages : en
Pages : 461

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Book Description
Extremum Seeking through Delays and PDEs, the first book on the topic, expands the scope of applicability of the extremum seeking method, from static and finite-dimensional systems to infinite-dimensional systems. Readers will find numerous algorithms for model-free real-time optimization are developed and their convergence guaranteed, extensions from single-player optimization to noncooperative games, under delays and PDEs, are provided, the delays and PDEs are compensated in the control designs using the PDE backstepping approach, and stability is ensured using infinite-dimensional versions of averaging theory, and accessible and powerful tools for analysis. This book is intended for control engineers in all disciplines (electrical, mechanical, aerospace, chemical), mathematicians, physicists, biologists, and economists. It is appropriate for graduate students, researchers, and industrial users.

Design of Delay-Based Controllers for Linear Time-Invariant Systems

Design of Delay-Based Controllers for Linear Time-Invariant Systems PDF Author: Adrián Ramírez
Publisher: SIAM
ISBN: 1611978149
Category : Mathematics
Languages : en
Pages : 209

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Book Description
This book provides the mathematical foundations needed for designing practical controllers for linear time-invariant systems. The authors accomplish this by incorporating intentional time delays into measurements with the goal of achieving anticipation capabilities, reduction in noise sensitivity, and a fast response. The benefits of these types of delay-based controllers have long been recognized, but designing them based on an analytical approach became possible only recently. Design of Delay-Based Controllers for Linear Time-Invariant Systems provides a thorough survey of the field and the details of the analytical approaches needed to design delay-based controllers. In addition, readers will find accessible mathematical tools and self-contained proofs for rigorous analysis, numerous examples and comprehensive computational algorithms to motivate the results, and experiments on single-input single-output systems and multi-agent systems using real-world control applications to illustrate the benefits of intentionally inducing delays in control loops. This book is intended for control engineers in various disciplines, including electrical, mechanical, and mechatronics engineering. It offers valuable insights for graduate students, researchers, and professionals working in industry.

Numerical Methods for Optimal Control Problems

Numerical Methods for Optimal Control Problems PDF 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.

A Variational Approach to Lyapunov Type Inequalities

A Variational Approach to Lyapunov Type Inequalities PDF Author: Antonio Cañada
Publisher: Springer
ISBN: 3319252895
Category : Mathematics
Languages : en
Pages : 136

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Book Description
This book highlights the current state of Lyapunov-type inequalities through a detailed analysis. Aimed toward researchers and students working in differential equations and those interested in the applications of stability theory and resonant systems, the book begins with an overview Lyapunov’s original results and moves forward to include prevalent results obtained in the past ten years. Detailed proofs and an emphasis on basic ideas are provided for different boundary conditions for ordinary differential equations, including Neumann, Dirichlet, periodic, and antiperiodic conditions. Novel results of higher eigenvalues, systems of equations, partial differential equations as well as variational approaches are presented. To this respect, a new and unified variational point of view is introduced for the treatment of such problems and a systematic discussion of different types of boundary conditions is featured. Various problems make the study of Lyapunov-type inequalities of interest to those in pure and applied mathematics. Originating with the study of the stability properties of the Hill equation, other questions arose for instance in systems at resonance, crystallography, isoperimetric problems, Rayleigh type quotients and oscillation and intervals of disconjugacy and it lead to the study of Lyapunov-type inequalities for differential equations. This classical area of mathematics is still of great interest and remains a source of inspiration.

Optimal Control of ODEs and DAEs

Optimal Control of ODEs and DAEs PDF Author: Matthias Gerdts
Publisher: Walter de Gruyter
ISBN: 3110249995
Category : Mathematics
Languages : en
Pages : 469

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Book Description
The intention of this textbook is to provide both, the theoretical and computational tools that are necessary to investigate and to solve optimal control problems with ordinary differential equations and differential-algebraic equations. An emphasis is placed on the interplay between the continuous optimal control problem, which typically is defined and analyzed in a Banach space setting, and discrete optimal control problems, which are obtained by discretization and lead to finite dimensional optimization problems. The book addresses primarily master and PhD students as well as researchers in applied mathematics, but also engineers or scientists with a good background in mathematics and interest in optimal control. The theoretical parts of the book require some knowledge of functional analysis, the numerically oriented parts require knowledge from linear algebra and numerical analysis. Examples are provided for illustration purposes.

Malware Diffusion Models for Modern Complex Networks

Malware Diffusion Models for Modern Complex Networks PDF Author: Vasileios Karyotis
Publisher: Morgan Kaufmann
ISBN: 0128027169
Category : Computers
Languages : en
Pages : 326

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Book Description
Malware Diffusion Models for Wireless Complex Networks: Theory and Applications provides a timely update on malicious software (malware), a serious concern for all types of network users, from laymen to experienced administrators. As the proliferation of portable devices, namely smartphones and tablets, and their increased capabilities, has propelled the intensity of malware spreading and increased its consequences in social life and the global economy, this book provides the theoretical aspect of malware dissemination, also presenting modeling approaches that describe the behavior and dynamics of malware diffusion in various types of wireless complex networks. Sections include a systematic introduction to malware diffusion processes in computer and communications networks, an analysis of the latest state-of-the-art malware diffusion modeling frameworks, such as queuing-based techniques, calculus of variations based techniques, and game theory based techniques, also demonstrating how the methodologies can be used for modeling in more general applications and practical scenarios. - Presents a timely update on malicious software (malware), a serious concern for all types of network users, from laymen to experienced administrators - Systematically introduces malware diffusion processes, providing the relevant mathematical background - Discusses malware modeling frameworks and how to apply them to complex wireless networks - Provides guidelines and directions for extending the corresponding theories in other application domains, demonstrating such possibility by using application models in information dissemination scenarios