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Author: Francis Clarke
Publisher: American Mathematical Soc.
ISBN: 9781470404178
Category : Mathematics
Languages : en
Pages : 113
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Book Description
This monograph derives necessary conditions of optimality for a general control problem formulated in terms of a differential inclusion. These conditions constitute a new state of the art, subsuming, unifying, and substantially extending the results in the literature. The Euler, Weierstrass and transversality conditions are expressed in their sharpest known forms. No assumptions of boundedness or convexity are made, no constraint qualifications imposed, and only weak pseudo-Lipschitz behavior is postulated on the underlying multifunction. The conditions also incorporate a 'stratified' feature of a novel nature, in which both the hypotheses and the conclusion are formulated relative to a given radius function.When specialized to the calculus of variations, the results yield necessary conditions and regularity theorems that go significantly beyond the previous standard. They also apply to parametrized control systems, giving rise to new and stronger maximum principles of Pontryagin type. The final chapter is devoted to a different issue, that of the Hamiltonian necessary condition. It is obtained here, for the first time, in the case of nonconvex values and in the absence of any constraint qualification; this has been a longstanding open question in the subject. Apart from the final chapter, the treatment is self-contained, and calls upon only standard results in functional and nonsmooth analysis.
Author: Francis Clarke
Publisher: American Mathematical Soc.
ISBN: 9781470404178
Category : Mathematics
Languages : en
Pages : 113
Get Book Here
Book Description
This monograph derives necessary conditions of optimality for a general control problem formulated in terms of a differential inclusion. These conditions constitute a new state of the art, subsuming, unifying, and substantially extending the results in the literature. The Euler, Weierstrass and transversality conditions are expressed in their sharpest known forms. No assumptions of boundedness or convexity are made, no constraint qualifications imposed, and only weak pseudo-Lipschitz behavior is postulated on the underlying multifunction. The conditions also incorporate a 'stratified' feature of a novel nature, in which both the hypotheses and the conclusion are formulated relative to a given radius function.When specialized to the calculus of variations, the results yield necessary conditions and regularity theorems that go significantly beyond the previous standard. They also apply to parametrized control systems, giving rise to new and stronger maximum principles of Pontryagin type. The final chapter is devoted to a different issue, that of the Hamiltonian necessary condition. It is obtained here, for the first time, in the case of nonconvex values and in the absence of any constraint qualification; this has been a longstanding open question in the subject. Apart from the final chapter, the treatment is self-contained, and calls upon only standard results in functional and nonsmooth analysis.
Author: Morton I. Kamien
Publisher: Courier Corporation
ISBN: 0486310280
Category : Mathematics
Languages : en
Pages : 402
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Book Description
Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.
Author: Francis Clarke
Publisher: American Mathematical Soc.
ISBN: 0821835912
Category : Mathematics
Languages : en
Pages : 130
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Book Description
A monograph that derives necessary conditions of optimality for a general control problem formulated in terms of a differential inclusion. It expresses The Euler, Weierstrass and transversality conditions.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 172
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Book Description
Author: Alpha C. Chiang
Publisher:
ISBN: 9781577660965
Category : Economics, Mathematical
Languages : en
Pages : 0
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Book Description
INTRODUCTION 1.
Author: Piernicola Bettiol
Publisher: Springer Nature
ISBN: 303150089X
Category :
Languages : en
Pages : 789
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Book Description
Author: Alpha C. Chiang
Publisher: McGraw-Hill Companies
ISBN:
Category : Business & Economics
Languages : en
Pages : 352
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Book Description
Designed to be used with Chiang's "Fundamental Methods of Mathematical Economics", or independently at advanced undergraduate or graduate level, this text presents an in-depth exploration of dynamic optimization in economics.
Author: Ronald E. Miller
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 352
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Book Description
Author: S. K. Agrawal
Publisher: Springer Science & Business Media
ISBN: 9401591490
Category : Technology & Engineering
Languages : en
Pages : 230
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Book Description
This textbook deals with optimization of dynamic systems. The motivation for undertaking this task is as follows: There is an ever increasing need to produce more efficient, accurate, and lightweight mechanical and electromechanical de vices. Thus, the typical graduating B.S. and M.S. candidate is required to have some familiarity with techniques for improving the performance of dynamic systems. Unfortunately, existing texts dealing with system improvement via optimization remain inaccessible to many of these students and practicing en gineers. It is our goal to alleviate this difficulty by presenting to seniors and beginning graduate students practical efficient techniques for solving engineer ing system optimization problems. The text has been used in optimal control and dynamic system optimization courses at the University of Deleware, the University of Washington and Ohio University over the past four years. The text covers the following material in a straightforward detailed manner: • Static Optimization: The problem of optimizing a function that depends on static variables (i.e., parameters) is considered. Problems with equality and inequality constraints are addressed. • Numerical Methods: Static Optimization: Numerical algorithms for the solution of static optimization problems are presented here. The methods presented can accommodate both the unconstrained and constrained static optimization problems. • Calculus of Variation: The necessary and sufficient conditions for the ex tremum of functionals are presented. Both the fixed final time and free final time problems are considered.
Author: Vasile Staicu
Publisher: Springer Science & Business Media
ISBN: 3764384824
Category : Mathematics
Languages : en
Pages : 436
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Book Description
This collection of original articles and surveys written by leading experts in their fields is dedicated to Arrigo Cellina and James A. Yorke on the occasion of their 65th birthday. The volume brings the reader to the border of research in differential equations, a fast evolving branch of mathematics that, besides being a main subject for mathematicians, is one of the mathematical tools most used both by scientists and engineers.
