Applied Dynamic Programming For Optimization Of Dynamical Systems

Author : Rush D. Robinett III,David G. Wilson,G. Richard Eisler,John E. Hurtado
Publisher : SIAM
Page : 278 pages
File Size : 42,7 Mb
Release : 2005-01-01
Category : Mathematics
ISBN : 0898718678

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Applied Dynamic Programming for Optimization of Dynamical Systems by Rush D. Robinett III,David G. Wilson,G. Richard Eisler,John E. Hurtado Pdf

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.

Author : Henryk Górecki
Publisher : Springer
Page : 666 pages
File Size : 43,6 Mb
Release : 2017-07-26
Category : Technology & Engineering
ISBN : 9783319626468

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Optimization and Control of Dynamic Systems by Henryk Górecki Pdf

This book offers a comprehensive presentation of optimization and polyoptimization methods. The examples included are taken from various domains: mechanics, electrical engineering, economy, informatics, and automatic control, making the book especially attractive. With the motto “from general abstraction to practical examples,” it presents the theory and applications of optimization step by step, from the function of one variable and functions of many variables with constraints, to infinite dimensional problems (calculus of variations), a continuation of which are optimization methods of dynamical systems, that is, dynamic programming and the maximum principle, and finishing with polyoptimization methods. It includes numerous practical examples, e.g., optimization of hierarchical systems, optimization of time-delay systems, rocket stabilization modeled by balancing a stick on a finger, a simplified version of the journey to the moon, optimization of hybrid systems and of the electrical long transmission line, analytical determination of extremal errors in dynamical systems of the rth order, multicriteria optimization with safety margins (the skeleton method), and ending with a dynamic model of bicycle. The book is aimed at readers who wish to study modern optimization methods, from problem formulation and proofs to practical applications illustrated by inspiring concrete examples.

Author : A. E. Bryson
Publisher : Routledge
Page : 291 pages
File Size : 55,5 Mb
Release : 2018-05-04
Category : Technology & Engineering
ISBN : 9781351465915

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Applied Optimal Control by A. E. Bryson Pdf

This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it ""a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.

Author : Piermarco Cannarsa,Filippo Gazzola
Publisher : Unknown
Page : 128 pages
File Size : 49,8 Mb
Release : 2021
Category : Dynamics
ISBN : 3985475121

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Dynamic Optimization for Beginners by Piermarco Cannarsa,Filippo Gazzola Pdf

Author : Gennadii E. Kolosov
Publisher : CRC Press
Page : 420 pages
File Size : 40,6 Mb
Release : 2020-08-26
Category : Mathematics
ISBN : 9781000103328

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Optimal Design of Control Systems by Gennadii E. Kolosov Pdf

"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."

Author : Richard E. Bellman,Stuart E Dreyfus
Publisher : Princeton University Press
Page : 389 pages
File Size : 45,6 Mb
Release : 2015-12-08
Category : Computers
ISBN : 9781400874651

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Applied Dynamic Programming by Richard E. Bellman,Stuart E Dreyfus Pdf

This comprehensive study of dynamic programming applied to numerical solution of optimization problems. It will interest aerodynamic, control, and industrial engineers, numerical analysts, and computer specialists, applied mathematicians, economists, and operations and systems analysts. Originally published in 1962. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Author : David H. Jacobson,David Q. Mayne
Publisher : Elsevier Publishing Company
Page : 232 pages
File Size : 45,5 Mb
Release : 1970
Category : Control theory
ISBN : UCAL:B4407159

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Differential Dynamic Programming by David H. Jacobson,David Q. Mayne Pdf

Author : Uwe Helmke,John B. Moore
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 48,5 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781447134671

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Optimization and Dynamical Systems by Uwe Helmke,John B. Moore Pdf

This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys tems, signal processing, and linear algebra. The motivation for the results developed here arises from advanced engineering applications and the emer gence of highly parallel computing machines for tackling such applications. The problems solved are those of linear algebra and linear systems the ory, and include such topics as diagonalizing a symmetric matrix, singular value decomposition, balanced realizations, linear programming, sensitivity minimization, and eigenvalue assignment by feedback control. The tools are those, not only of linear algebra and systems theory, but also of differential geometry. The problems are solved via dynamical sys tems implementation, either in continuous time or discrete time , which is ideally suited to distributed parallel processing. The problems tackled are indirectly or directly concerned with dynamical systems themselves, so there is feedback in that dynamical systems are used to understand and optimize dynamical systems. One key to the new research results has been the recent discovery of rather deep existence and uniqueness results for the solution of certain matrix least squares optimization problems in geomet ric invariant theory. These problems, as well as many other optimization problems arising in linear algebra and systems theory, do not always admit solutions which can be found by algebraic methods.

Author : C. T. Leondes
Publisher : Elsevier
Page : 548 pages
File Size : 53,9 Mb
Release : 2014-11-30
Category : Technology & Engineering
ISBN : 9781483191225

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Control and Dynamic Systems by C. T. Leondes Pdf

Control and Dynamic Systems: Advances in Theory and Applications, Volume 10 brings together diverse information on important progress in the field of control and systems theory and applications. This volume is comprised of contributions from leading researchers in the field. Topics discussed include the evaluation of suboptimal strategies using quasilinearization; aircraft symmetric flight optimization; aircraft maneuver optimization by reduced-order approximation; and differential dynamic programming. Estimation of uncertain systems; application of modern control and optimization techniques to transportation systems; and integrated system identification and optimization are also elucidated. Aerospace engineers and scientists and researchers in applied sciences will find the book interesting.

Author : Laurence Charles Ward Dixon,G. P. Szegö
Publisher : North Holland
Page : 428 pages
File Size : 48,5 Mb
Release : 1980
Category : Mathematical optimization
ISBN : UCAL:B4406020

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Numerical Optimisation of Dynamic Systems by Laurence Charles Ward Dixon,G. P. Szegö Pdf

Author : Rein Luus
Publisher : CRC Press
Page : 346 pages
File Size : 55,5 Mb
Release : 2019-09-17
Category : Mathematics
ISBN : 1420036025

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Iterative Dynamic Programming by Rein Luus Pdf

Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem

Author : Athanasios C. Antoulas
Publisher : SIAM
Page : 489 pages
File Size : 44,6 Mb
Release : 2009-06-25
Category : Mathematics
ISBN : 9780898716580

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Approximation of Large-Scale Dynamical Systems by Athanasios C. Antoulas Pdf

Mathematical models are used to simulate, and sometimes control, the behavior of physical and artificial processes such as the weather and very large-scale integration (VLSI) circuits. The increasing need for accuracy has led to the development of highly complex models. However, in the presence of limited computational accuracy and storage capabilities model reduction (system approximation) is often necessary. Approximation of Large-Scale Dynamical Systems provides a comprehensive picture of model reduction, combining system theory with numerical linear algebra and computational considerations. It addresses the issue of model reduction and the resulting trade-offs between accuracy and complexity. Special attention is given to numerical aspects, simulation questions, and practical applications.

Author : Maurizio Falcone,Roberto Ferretti,Lars Grüne,William M. McEneaney
Publisher : Springer
Page : 275 pages
File Size : 47,7 Mb
Release : 2019-01-26
Category : Science
ISBN : 9783030019594

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Numerical Methods for Optimal Control Problems by Maurizio Falcone,Roberto Ferretti,Lars Grüne,William M. McEneaney Pdf

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 : Leon Cooper,Mary W. Cooper
Publisher : Elsevier
Page : 300 pages
File Size : 43,7 Mb
Release : 2016-06-06
Category : Mathematics
ISBN : 9781483136622

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Introduction to Dynamic Programming by Leon Cooper,Mary W. Cooper Pdf

Introduction to Dynamic Programming introduces the reader to dynamic programming and presents the underlying mathematical ideas and results, as well as the application of these ideas to various problem areas. A large number of solved practical problems and computational examples are included to clarify the way dynamic programming is used to solve problems. A consistent notation is applied throughout the text for the expression of quantities such as state variables and decision variables. This monograph consists of 10 chapters and opens with an overview of dynamic programming as a particular approach to optimization, along with the basic components of any mathematical optimization model. The following chapters discuss the application of dynamic programming to variational problems; functional equations and the principle of optimality; reduction of state dimensionality and approximations; and stochastic processes and the calculus of variations. The final chapter looks at several actual applications of dynamic programming to practical problems, such as animal feedlot optimization and optimal scheduling of excess cash investment. This book should be suitable for self-study or for use as a text in a one-semester course on dynamic programming at the senior or first-year, graduate level for students of mathematics, statistics, operations research, economics, business, industrial engineering, or other engineering fields.

Author : Floyd B. Hanson
Publisher : SIAM
Page : 472 pages
File Size : 47,6 Mb
Release : 2007-01-01
Category : Mathematics
ISBN : 0898718635

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Applied Stochastic Processes and Control for Jump-Diffusions by Floyd B. Hanson Pdf

This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems.