Dynamic Programming for Problems of Impulse Control

Dynamic Programming for Problems of Impulse Control PDF Author: Armand M. Makowski
Publisher:
ISBN:
Category : Dynamic programming
Languages : en
Pages : 243

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Dynamic Programming for Impulse Feedback and Fast Controls

Dynamic Programming for Impulse Feedback and Fast Controls PDF Author: Alexander B. Kurzhanski
Publisher: Springer
ISBN: 1447174372
Category : Technology & Engineering
Languages : en
Pages : 275

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Book Description
Dynamic Programming for Impulse Feedback and Fast Controls offers a description of feedback control in the class of impulsive inputs. This book deals with the problem of closed-loop impulse control based on generalization of dynamic programming techniques in the form of variational inequalities of the Hamilton–Jacobi–Bellman type. It provides exercises and examples in relation to software, such as techniques for regularization of ill-posed problems. It also gives an introduction to applications such as hybrid dynamics, control in arbitrary small time, and discontinuous trajectories. This book walks the readers through: the design and description of feedback solutions for impulse controls; the explanation of impulses of higher order that are derivatives of delta functions; the description of their physically realizable approximations - the fast controls and their approximations; the treatment of uncertainty in impulse control and the applications of impulse feedback. Of interest to both academics and graduate students in the field of control theory and applications, the book also protects users from common errors , such as inappropriate solution attempts, by indicating Hamiltonian techniques for hybrid systems with resets.

Dynamic Programming Method For Impulsive Control Problems

Dynamic Programming Method For Impulsive Control Problems PDF Author: Teshome Mogessie Balkew
Publisher:
ISBN:
Category :
Languages : en
Pages : 124

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Mathematical Control Theory

Mathematical Control Theory PDF Author: Jerzy Zabczyk
Publisher: Springer Science & Business Media
ISBN: 9780817647322
Category : Language Arts & Disciplines
Languages : en
Pages : 276

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Book Description
In a mathematically precise manner, this book presents a unified introduction to deterministic control theory. It includes material on the realization of both linear and nonlinear systems, impulsive control, and positive linear systems.

Impulse Control and Quasi-variational Inequalities

Impulse Control and Quasi-variational Inequalities PDF Author: Alain Bensoussan
Publisher: Bordas Editions
ISBN:
Category : Calculus of variations
Languages : en
Pages : 712

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Book Description
"The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality."--Amazon.

Impulse Control and Optimal Stopping

Impulse Control and Optimal Stopping PDF Author: Yann-Shin Aaron Chen
Publisher:
ISBN:
Category :
Languages : en
Pages : 140

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Book Description
This thesis analyzes a class of impulse control problems for multi-dimensional jump diffusions in a finite time horizon. Following the basic mathematical setup from Stroock and Varadhan, this paper first establishes rigorously an appropriate form of the Dynamic Programming Principle (DPP). It then shows that the value function is a viscosity solution for the associated Hamilton-Jacobi-Belleman (HJB) equation involving integro-differential operators. Finally, it proves the regularity of the viscosity solution for HJB with first-order jump diffusions. Furthermore, it proposes a new regularity framework for second-order jump diffusions in the optimal stopping problem.

Impulsive Control in Continuous and Discrete-Continuous Systems

Impulsive Control in Continuous and Discrete-Continuous Systems PDF Author: Boris M. Miller
Publisher: Springer Science & Business Media
ISBN: 1461500958
Category : Mathematics
Languages : en
Pages : 454

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Book Description
Impulsive Control in Continuous and Discrete-Continuous Systems is an up-to-date introduction to the theory of impulsive control in nonlinear systems. This is a new branch of the Optimal Control Theory, which is tightly connected to the Theory of Hybrid Systems. The text introduces the reader to the interesting area of optimal control problems with discontinuous solutions, discussing the application of a new and effective method of discontinuous time-transformation. With a large number of examples, illustrations, and applied problems arising in the area of observation control, this book is excellent as a textbook or reference for a senior or graduate-level course on the subject, as well as a reference for researchers in related fields.

Optimal Impulsive Control

Optimal Impulsive Control PDF Author: Aram Arutyunov
Publisher: Springer
ISBN: 3030022609
Category : Technology & Engineering
Languages : en
Pages : 174

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Book Description
Optimal Impulsive Control explores the class of impulsive dynamic optimization problems—problems that stem from the fact that many conventional optimal control problems do not have a solution in the classical setting—which is highly relevant with regard to engineering applications. The absence of a classical solution naturally invokes the so-called extension, or relaxation, of a problem, and leads to the notion of generalized solution which encompasses the notions of generalized control and trajectory; in this book several extensions of optimal control problems are considered within the framework of optimal impulsive control theory. In this framework, the feasible arcs are permitted to have jumps, while the conventional absolutely continuous trajectories may fail to exist. The authors draw together various types of their own results, centered on the necessary conditions of optimality in the form of Pontryagin’s maximum principle and the existence theorems, which shape a substantial body of optimal impulsive control theory. At the same time, they present optimal impulsive control theory in a unified framework, introducing the different paradigmatic problems in increasing order of complexity. The rationale underlying the book involves addressing extensions increasing in complexity from the simplest case provided by linear control systems and ending with the most general case of a totally nonlinear differential control system with state constraints. The mathematical models presented in Optimal Impulsive Control being encountered in various engineering applications, this book will be of interest to both academic researchers and practising engineers.

Recent Mathematical Methods in Dynamic Programming

Recent Mathematical Methods in Dynamic Programming PDF Author: Italo Capuzzo Dolcetta
Publisher: Springer
ISBN: 354039365X
Category : Computers
Languages : en
Pages : 208

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Book Description


Overcoming Impulse Control Problems

Overcoming Impulse Control Problems PDF Author: Jon E. Grant
Publisher: Oxford University Press
ISBN: 0199738807
Category : Games & Activities
Languages : en
Pages : 125

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Book Description
If you feel you are no longer in control of your behavior, that your actions may have interfered with your family, social, or working life, this workbook can help you take back control.Impulse control disorders (ICDs) include pathological gambling (PG), kleptomania/compulsive stealing (KM), pyromania/fire setting (PY), and compulsive buying (CB). ICDs are characterized by difficulties resisting urges to engage in behaviors that are excessive and/or ultimately harmful to oneself or others. ICDs are relatively common and can be significantly harmful - even life threatening. They can also be effectively treated with behavioral therapies.Overcoming Impulse Control Problems is written by researchers with years of experience studying the psychology of impulse control disorders. This book represents the treatment they have found to be the most effective at controlling urges to gamble, steal, set fires, and over-spend. It will also help you to better understand the true nature of impulse control problems, and will help to prevent future problems. Intended for use in conjunction with supervised therapy, this workbook includes various self-assessmnets and exercises designed to help you realize the truth behind your actions, and to reach the ultimate goal of changing your impulsive behaviors.This workbook and the corresponding therapist guide form a complete treatment package that will help you overcome your impulsive behaviors and learn skills that are useful for a lifetime.