Elements of Dynamic Optimization

Elements of Dynamic Optimization PDF Author: Alpha C. Chiang
Publisher:
ISBN: 9781577660965
Category : Economics, Mathematical
Languages : en
Pages : 0

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Book Description
INTRODUCTION 1.

Elements of Dynamic Optimization

Elements of Dynamic Optimization PDF Author: Alpha C. Chiang
Publisher:
ISBN: 9781577660965
Category : Economics, Mathematical
Languages : en
Pages : 0

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Book Description
INTRODUCTION 1.

Numerical Methods and Optimization

Numerical Methods and Optimization PDF Author: Jean-Pierre Corriou
Publisher: Springer Nature
ISBN: 3030893669
Category : Mathematics
Languages : en
Pages : 730

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Book Description
This text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in calculus and linear algebra are the only mathematical requirements. The abundance of advanced methods and practical applications will be attractive to scientists and researchers working in different branches of engineering. The reader is progressively introduced to general numerical methods and optimization algorithms in each chapter. Examples accompany the various methods and guide the students to a better understanding of the applications. The user is often provided with the opportunity to verify their results with complex programming code. Each chapter ends with graduated exercises which furnish the student with new cases to study as well as ideas for exam/homework problems for the instructor. A set of programs made in MatlabTM is available on the author’s personal website and presents both numerical and optimization methods.

Applied Dynamic Programming for Optimization of Dynamical Systems

Applied Dynamic Programming for Optimization of Dynamical Systems PDF Author: Rush D. Robinett III
Publisher: SIAM
ISBN: 9780898718676
Category : Mathematics
Languages : en
Pages : 278

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Book Description
Based on the results of over 10 years of research and development by the authors, this book presents a broad cross section of dynamic programming (DP) techniques applied to the optimization of dynamical systems. The main goal of the research effort was to develop a robust path planning/trajectory optimization tool that did not require an initial guess. The goal was partially met with a combination of DP and homotopy algorithms. DP algorithms are presented here with a theoretical development, and their successful application to variety of practical engineering problems is emphasized.

Optimization Theory with Applications

Optimization Theory with Applications PDF Author: Donald A. Pierre
Publisher: Courier Corporation
ISBN: 0486136957
Category : Mathematics
Languages : en
Pages : 644

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Book Description
Broad-spectrum approach to important topic. Explores the classic theory of minima and maxima, classical calculus of variations, simplex technique and linear programming, optimality and dynamic programming, more. 1969 edition.

A First Course in Optimization Theory

A First Course in Optimization Theory PDF Author: Rangarajan K. Sundaram
Publisher: Cambridge University Press
ISBN: 1139643150
Category : Business & Economics
Languages : en
Pages : 335

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Book Description
This book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students. 'Cookbook' procedures are accompanied by a discussion of when such methods are guaranteed to be successful, and, equally importantly, when they could fail. Each result in the main body of the text is also accompanied by a complete proof. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

Optimal Control Theory

Optimal Control Theory PDF Author: Donald E. Kirk
Publisher: Courier Corporation
ISBN: 0486135071
Category : Technology & Engineering
Languages : en
Pages : 466

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Book Description
Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.

Dynamic Optimization

Dynamic Optimization PDF Author: Arthur Earl Bryson
Publisher: Prentice Hall
ISBN:
Category : Computers
Languages : en
Pages : 458

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Book Description
"Dynamic Optimization" takes an applied approach to its subject, offering many examples and solved problems that draw from aerospace, robotics, and mechanics. The abundance of thoroughly tested general algorithms and Matlab codes provide the reader with the practice necessary to master this inherently difficult subject, while the realistic engineering problems and examples keep the material interesting and relevant. FEATURES/BENEFITS Covers dynamic programming, relating it to the calculus of variations and optimal control, and neighboring optimum control (differential dynamic programming), a practical method for nonlinear feedback control. Includes a disk that contains 40 gradient and shooting codes, as well as codes that solve the time-varying Riccati equation (the DYNOPT Toolbox). These codes have been thoroughly tested on hundreds of problems. Contains many realistic examples and problems. Solutions to the examples and problems, as well as the codes that produce the figures, are included on the accompanying disk. Covers dynamic optimization with inequality constraints and singular arcs using inverse dynamic optimization (differential inclusion).

Dynamic Programming and the Calculus of Variations

Dynamic Programming and the Calculus of Variations PDF Author: Dreyfus
Publisher: Academic Press
ISBN: 0080955274
Category : Computers
Languages : en
Pages : 271

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Book Description
Dynamic Programming and the Calculus of Variations

Combinatorial Data Analysis

Combinatorial Data Analysis PDF Author: Lawrence Hubert
Publisher: SIAM
ISBN: 9780898718553
Category : Science
Languages : en
Pages : 174

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Book Description
Combinatorial data analysis (CDA) refers to a wide class of methods for the study of relevant data sets in which the arrangement of a collection of objects is absolutely central. The focus of this monograph is on the identification of arrangements, which are then further restricted to where the combinatorial search is carried out by a recursive optimization process based on the general principles of dynamic programming (DP).

Optimization in Economic Theory

Optimization in Economic Theory PDF Author: Avinash K. Dixit
Publisher: Oxford University Press, USA
ISBN: 9780198772101
Category : Economics, Mathematical
Languages : en
Pages : 204

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Book Description
Building on a base of simple economic theory and elementary linear algebra and calculus, this broad treatment of static and dynamic optimization methods discusses the importance of shadow prices, and reviews functions defined by solutions of optimization problems. Recently revised and expanded, the second edition will be a valuable resource for upper level undergraduate and graduate students.