Numerical Methods for Optimal Control Problems PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Numerical Methods for Optimal Control Problems PDF full book. Access full book title Numerical Methods for Optimal Control Problems by Maurizio Falcone. Download full books in PDF and EPUB format.
Author: Maurizio Falcone
Publisher: Springer
ISBN: 3030019594
Category : Science
Languages : en
Pages : 275
Get Book Here
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.
Author: Maurizio Falcone
Publisher: Springer
ISBN: 3030019594
Category : Science
Languages : en
Pages : 275
Get Book Here
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.
Author: Ivan Markovsky
Publisher: Springer
ISBN: 9783030078171
Category : Technology & Engineering
Languages : en
Pages : 0
Get Book Here
Book Description
This book is a comprehensive exposition of the theory, algorithms, and applications of structured low-rank approximation. Local optimization methods and effective suboptimal convex relaxations for Toeplitz, Hankel, and Sylvester structured problems are presented. A major part of the text is devoted to application of the theory with a range of applications from systems and control theory to psychometrics being described. Special knowledge of the application fields is not required. The second edition of /Low-Rank Approximation/ is a thoroughly edited and extensively rewritten revision. It contains new chapters and sections that introduce the topics of: • variable projection for structured low-rank approximation;• missing data estimation;• data-driven filtering and control;• stochastic model representation and identification;• identification of polynomial time-invariant systems; and• blind identification with deterministic input model. The book is complemented by a software implementation of the methods presented, which makes the theory directly applicable in practice. In particular, all numerical examples in the book are included in demonstration files and can be reproduced by the reader. This gives hands-on experience with the theory and methods detailed. In addition, exercises and MATLAB^® /Octave examples will assist the reader quickly to assimilate the theory on a chapter-by-chapter basis. “Each chapter is completed with a new section of exercises to which complete solutions are provided.” Low-Rank Approximation (second edition) is a broad survey of the Low-Rank Approximation theory and applications of its field which will be of direct interest to researchers in system identification, control and systems theory, numerical linear algebra and optimization. The supplementary problems and solutions render it suitable for use in teaching graduate courses in those subjects as well.
Author: Leonhard Asselborn
Publisher: kassel university press GmbH
ISBN: 3737605807
Category : Hybrid systems
Languages : en
Pages : 172
Get Book Here
Book Description
This thesis proposes an algorithmic controller synthesis based on the computation of probabilistic reachable sets for stochastic hybrid systems. Hybrid systems consist in general of a composition of discrete and continuous valued dynamics, and are able to capture a wide range of physical phenomena. The stochasticity is considered in form of normally distributed initial continuous states and normally distributed disturbances, resulting in stochastic hybrid systems. The reachable sets describe all states, which are reachable by a system for a given initialization of the system state, inputs, disturbances, and time horizon. For stochastic hybrid systems, these sets are probabilistic, since the system state and disturbance are random variables. This thesis introduces probabilistic reachable sets with a predefined confidence, which are used in an optimization based procedure for the determination of stabilizing control inputs. Besides the stabilizing property, the controlled dynamics also observes input constraints, as well as, so-called chance constraints for the continuous state. The main contribution of this thesis is the formulation of an algorithmic control procedure for each considerd type of stochastic hybrid systems, where different discrete dynamics are considered. First, a control procedure for a deterministic system with bounded disturbances is introduced, and thereafter a probabilistic distribution of the system state and the disturbance is assumed. The formulation of probabilistic reachable sets with a predefined confidence is subsequently used in a control procedure for a stochastic hybrid system, in which the switch of the continuous dynamics is externally induced. Finally, the control procedure based on reachable set computation is extended to a type of stochastic hybrid systems with autonomously switching of the continuous dynamics.
Author: Zhenting Hou
Publisher: Springer Science & Business Media
ISBN: 146130265X
Category : Mathematics
Languages : en
Pages : 501
Get Book Here
Book Description
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas. However, this may be the first volume dedicated to highlighting these synergies and, almost certainly, it is the first volume that emphasizes the contributions of the vibrant and growing Chinese school of probability. The chapters that appear in this book reflect both the maturity and the vitality of modern day Markov processes and controlled Markov chains. They also will provide an opportunity to trace the connections that have emerged between the work done by members of the Chinese school of probability and the work done by the European, US, Central and South American and Asian scholars.
Author: Runqi Chai
Publisher: Springer
ISBN: 9811398453
Category : Technology & Engineering
Languages : en
Pages : 216
Get Book Here
Book Description
This book explores the design of optimal trajectories for space maneuver vehicles (SMVs) using optimal control-based techniques. It begins with a comprehensive introduction to and overview of three main approaches to trajectory optimization, and subsequently focuses on the design of a novel hybrid optimization strategy that combines an initial guess generator with an improved gradient-based inner optimizer. Further, it highlights the development of multi-objective spacecraft trajectory optimization problems, with a particular focus on multi-objective transcription methods and multi-objective evolutionary algorithms. In its final sections, the book studies spacecraft flight scenarios with noise-perturbed dynamics and probabilistic constraints, and designs and validates new chance-constrained optimal control frameworks. The comprehensive and systematic treatment of practical issues in spacecraft trajectory optimization is one of the book’s major features, making it particularly suited for readers who are seeking practical solutions in spacecraft trajectory optimization. It offers a valuable asset for researchers, engineers, and graduate students in GNC systems, engineering optimization, applied optimal control theory, etc.
Author: Martin Fränzle
Publisher: Springer
ISBN: 3319448781
Category : Computers
Languages : en
Pages : 252
Get Book Here
Book Description
This book constitutes the refereed proceedings of the 14th International Conference on Formal Modeling and Analysis of Timed Systems, FORMATS 2016, held in Quebec, QC, Canada, in August 2016. The 14 papers presented in this volume were carefully reviewed and selected from 32 initial submissions. They are organized in topical sections entitled: modeling timed phenomena; stochasticity and hybrid control; real-time verification and synthesis; workload analysis.
Author: Gianni Pillo
Publisher: Springer Science & Business Media
ISBN: 0387300651
Category : Mathematics
Languages : en
Pages : 297
Get Book Here
Book Description
This book reviews and discusses recent advances in the development of methods and algorithms for nonlinear optimization and its applications, focusing on the large-dimensional case, the current forefront of much research. Individual chapters, contributed by eminent authorities, provide an up-to-date overview of the field from different and complementary standpoints, including theoretical analysis, algorithmic development, implementation issues and applications.
Author: Christodoulos A. Floudas
Publisher: Springer Science & Business Media
ISBN: 0387747583
Category : Mathematics
Languages : en
Pages : 4646
Get Book Here
Book Description
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Author:
Publisher: Elsevier
ISBN: 0323853390
Category : Mathematics
Languages : en
Pages : 596
Get Book Here
Book Description
Numerical Control: Part A, Volume 23 in the Handbook of Numerical Analysis series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors. Chapters in this volume include Numerics for finite-dimensional control systems, Moments and convex optimization for analysis and control of nonlinear PDEs, The turnpike property in optimal control, Structure-Preserving Numerical Schemes for Hamiltonian Dynamics, Optimal Control of PDEs and FE-Approximation, Filtration techniques for the uniform controllability of semi-discrete hyperbolic equations, Numerical controllability properties of fractional partial differential equations, Optimal Control, Numerics, and Applications of Fractional PDEs, and much more. - Provides the authority and expertise of leading contributors from an international board of authors - Presents the latest release in the Handbook of Numerical Analysis series - Updated release includes the latest information on Numerical Control
Author: Michèle Breton
Publisher: Springer Science & Business Media
ISBN: 0387251189
Category : Business & Economics
Languages : en
Pages : 268
Get Book Here
Book Description
GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: • The original and expert contribution to all research fields in GERAD's area of expertise; • The dissemination of research results in the best scientific outlets as well as in the society in general; • The training of graduate students and post doctoral researchers; • The contribution to the economic community by solving important problems and providing transferable tools.
