Hamilton-Jacobi-Bellman Equations

Hamilton-Jacobi-Bellman Equations PDF Author: Dante Kalise
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110542714
Category : Mathematics
Languages : en
Pages : 245

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Book Description
Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application of dynamic programming techniques leads to the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerical approximation of Hamilton-Jacobi-Bellman equations, including post-processing of Galerkin methods, high-order methods, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton–Jacobi–Bellman equations Improving policies for Hamilton–Jacobi–Bellman equations by postprocessing Viability approach to simulation of an adaptive controller Galerkin approximations for the optimal control of nonlinear delay differential equations Efficient higher order time discretization schemes for Hamilton–Jacobi–Bellman equations based on diagonally implicit symplectic Runge–Kutta methods Numerical solution of the simple Monge–Ampere equation with nonconvex Dirichlet data on nonconvex domains On the notion of boundary conditions in comparison principles for viscosity solutions Boundary mesh refinement for semi-Lagrangian schemes A reduced basis method for the Hamilton–Jacobi–Bellman equation within the European Union Emission Trading Scheme

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations PDF Author: Martino Bardi
Publisher: Springer Science & Business Media
ISBN: 0817647554
Category : Science
Languages : en
Pages : 588

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Book Description
This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.

Energy Optimization in Process Systems

Energy Optimization in Process Systems PDF Author: Stanislaw Sieniutycz
Publisher: Elsevier
ISBN: 008091442X
Category : Technology & Engineering
Languages : en
Pages : 771

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Book Description
Despite the vast research on energy optimization and process integration, there has to date been no synthesis linking these together. This book fills the gap, presenting optimization and integration in energy and process engineering. The content is based on the current literature and includes novel approaches developed by the authors. Various thermal and chemical systems (heat and mass exchangers, thermal and water networks, energy converters, recovery units, solar collectors, and separators) are considered. Thermodynamics, kinetics and economics are used to formulate and solve problems with constraints on process rates, equipment size, environmental parameters, and costs. Comprehensive coverage of dynamic optimization of energy conversion systems and separation units is provided along with suitable computational algorithms for deterministic and stochastic optimization approaches based on: nonlinear programming, dynamic programming, variational calculus, Hamilton-Jacobi-Bellman theory, Pontryagin's maximum principles, and special methods of process integration. Integration of heat energy and process water within a total site is shown to be a significant factor reducing production costs, in particular costs of utilities for the chemical industry. This integration involves systematic design and optimization of heat exchangers and water networks (HEN and WN). After presenting basic, insight-based Pinch Technology, systematic, optimization-based sequential and simultaneous approaches to design HEN and WN are described. Special consideration is given to the HEN design problem targeting stage, in view of its importance at various levels of system design. Selected, advanced methods for HEN synthesis and retrofit are presented. For WN design a novel approach based on stochastic optimization is described that accounts for both grassroot and revamp design scenarios. - Presents a unique synthesis of energy optimization and process integration that applies scientific information from thermodynamics, kinetics, and systems theory - Discusses engineering applications including power generation, resource upgrading, radiation conversion and chemical transformation, in static and dynamic systems - Clarifies how to identify thermal and chemical constraints and incorporate them into optimization models and solutions

Discrete-Time Inverse Optimal Control for Nonlinear Systems

Discrete-Time Inverse Optimal Control for Nonlinear Systems PDF Author: Edgar N. Sanchez
Publisher: CRC Press
ISBN: 1466580887
Category : Technology & Engineering
Languages : en
Pages : 268

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Book Description
Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). The synthesized discrete-time optimal controller can be directly implemented in real-time systems. The book also proposes the use of recurrent neural networks to model discrete-time nonlinear systems. Combined with the inverse optimal control approach, such models constitute a powerful tool to deal with uncertainties such as unmodeled dynamics and disturbances. Learn from Simulations and an In-Depth Case Study The authors include a variety of simulations to illustrate the effectiveness of the synthesized controllers for stabilization and trajectory tracking of discrete-time nonlinear systems. An in-depth case study applies the control schemes to glycemic control in patients with type 1 diabetes mellitus, to calculate the adequate insulin delivery rate required to prevent hyperglycemia and hypoglycemia levels. The discrete-time optimal and robust control techniques proposed can be used in a range of industrial applications, from aerospace and energy to biomedical and electromechanical systems. Highlighting optimal and efficient control algorithms, this is a valuable resource for researchers, engineers, and students working in nonlinear system control.

Encyclopedia of Theoretical Ecology

Encyclopedia of Theoretical Ecology PDF Author: Alan Hastings
Publisher: Univ of California Press
ISBN: 0520269659
Category : Nature
Languages : en
Pages : 848

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Book Description
"A bold and successful attempt to illustrate the theoretical foundations of all of the subdisciplines of ecology, including basic and applied, and extending through biophysical, population, community, and ecosystem ecology. Encyclopedia of Theoretical Ecology is a compendium of clear and concise essays by the intellectual leaders across this vast breadth of knowledge."--Harold Mooney, Stanford University "A remarkable and indispensable reference work that also is flexible enough to provide essential readings for a wide variety of courses. A masterful collection of authoritative papers that convey the rich and fundamental nature of modern theoretical ecology."--Simon A. Levin, Princeton University "Theoretical ecologists exercise their imaginations to make sense of the astounding complexity of both real and possible ecosystems. Imagining a real or possible topic left out of the Encyclopedia of Theoretical Ecology has proven just as challenging. This comprehensive compendium demonstrates that theoretical ecology has become a mature science, and the volume will serve as the foundation for future creativity in this area."--Fred Adler, University of Utah "The editors have assembled an outstanding group of contributors who are a great match for their topics. Sometimes the author is a key, authoritative figure in a field; and at other times, the author has enough distance to convey all sides of a subject. The next time you need to introduce ecology students to a theoretical topic, you'll be glad to have this encyclopedia on your bookshelf."--Stephen Ellner, Cornell University “Everything you wanted to know about theoretical ecology, and much that you didn’t know you needed to know but will now! Alan Hastings and Louis Gross have done us a great service by bringing together in very accessible form a huge amount of information about a broad, complicated, and expanding field.”--Daniel Simberloff, University of Tennessee, Knoxville

Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations

Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations PDF Author: Maurizio Falcone
Publisher: SIAM
ISBN: 161197304X
Category : Mathematics
Languages : en
Pages : 331

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Book Description
This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.

Numerical Methods for Viscosity Solutions and Applications

Numerical Methods for Viscosity Solutions and Applications PDF Author: Maurizio Falcone
Publisher: World Scientific
ISBN: 9789812799807
Category : Mathematics
Languages : en
Pages : 256

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Book Description
Geometrical optics and viscosity solutions / A.-P. Blanc, G. T. Kossioris and G. N. Makrakis -- Computation of vorticity evolution for a cylindrical Type-II superconductor subject to parallel and transverse applied magnetic fields / A. Briggs ... [et al.] -- A characterization of the value function for a class of degenerate control problems / F. Camilli -- Some microstructures in three dimensions / M. Chipot and V. Lecuyer -- Convergence of numerical schemes for the approximation of level set solutions to mean curvature flow / K. Deckelnick and G. Dziuk -- Optimal discretization steps in semi-lagrangian approximation of first-order PDEs / M. Falcone, R. Ferretti and T. Manfroni -- Convergence past singularities to the forced mean curvature flow for a modified reaction-diffusion approach / F. Fierro -- The viscosity-duality solutions approach to geometric pptics for the Helmholtz equation / L. Gosse and F. James -- Adaptive grid generation for evolutive Hamilton-Jacobi-Bellman equations / L. Grune -- Solution and application of anisotropic curvature driven evolution of curves (and surfaces) / K. Mikula -- An adaptive scheme on unstructured grids for the shape-from-shading problem / M. Sagona and A. Seghini -- On a posteriori error estimation for constant obstacle problems / A. Veeser.

Optimal Control: Novel Directions and Applications

Optimal Control: Novel Directions and Applications PDF Author: Daniela Tonon
Publisher: Springer
ISBN: 3319607715
Category : Mathematics
Languages : en
Pages : 399

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Book Description
Focusing on applications to science and engineering, this book presents the results of the ITN-FP7 SADCO network’s innovative research in optimization and control in the following interconnected topics: optimality conditions in optimal control, dynamic programming approaches to optimal feedback synthesis and reachability analysis, and computational developments in model predictive control. The novelty of the book resides in the fact that it has been developed by early career researchers, providing a good balance between clarity and scientific rigor. Each chapter features an introduction addressed to PhD students and some original contributions aimed at specialist researchers. Requiring only a graduate mathematical background, the book is self-contained. It will be of particular interest to graduate and advanced undergraduate students, industrial practitioners and to senior scientists wishing to update their knowledge.

Optimization with PDE Constraints

Optimization with PDE Constraints PDF Author: Ronald Hoppe
Publisher: Springer
ISBN: 3319080253
Category : Computers
Languages : en
Pages : 422

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Book Description
This book on PDE Constrained Optimization contains contributions on the mathematical analysis and numerical solution of constrained optimal control and optimization problems where a partial differential equation (PDE) or a system of PDEs appears as an essential part of the constraints. The appropriate treatment of such problems requires a fundamental understanding of the subtle interplay between optimization in function spaces and numerical discretization techniques and relies on advanced methodologies from the theory of PDEs and numerical analysis as well as scientific computing. The contributions reflect the work of the European Science Foundation Networking Programme ’Optimization with PDEs’ (OPTPDE).

Tropical and Idempotent Mathematics

Tropical and Idempotent Mathematics PDF Author: Grigoriĭ Lazarevich Litvinov
Publisher: American Mathematical Soc.
ISBN: 0821847821
Category : Mathematics
Languages : en
Pages : 395

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Book Description
This volume is a collection of papers from the International Conference on Tropical and Idempotent Mathematics, held in Moscow, Russia in August 2007. This is a relatively new branch of mathematical sciences that has been rapidly developing and gaining popularity over the last decade. Tropical mathematics can be viewed as a result of the Maslov dequantization applied to 'traditional' mathematics over fields. Importantly, applications in econophysics and statistical mechanics lead to an explanation of the nature of financial crises. Another original application provides an analysis of instabilities in electrical power networks. Idempotent analysis, tropical algebra, and tropical geometry are the building blocks of the subject. Contributions to idempotent analysis are focused on the Hamilton-Jacobi semigroup, the max-plus finite element method, and on the representations of eigenfunctions of idempotent linear operators. Tropical algebras, consisting of plurisubharmonic functions and their germs, are examined. The volume also contains important surveys and research papers on tropical linear algebra and tropical convex geometry.