Dynamic Optimization

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Dynamic Optimization

Karl Hinderer,Ulrich Rieder,Michael Stieglitz
Dynamic Optimization Book PDF

Author : Karl Hinderer,Ulrich Rieder,Michael Stieglitz
Publisher : Springer
Page : 530 pages
File Size : 42,6 Mb
Release : 2017-01-12
Category : Business & Economics
ISBN : 9783319488141

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Dynamic Optimization by Karl Hinderer,Ulrich Rieder,Michael Stieglitz Pdf

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

Dynamic Optimization, Second Edition

Morton I. Kamien,Nancy L. Schwartz
Dynamic Optimization Second Edition Book PDF

Author : Morton I. Kamien,Nancy L. Schwartz
Publisher : Courier Corporation
Page : 402 pages
File Size : 43,5 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9780486310282

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Dynamic Optimization, Second Edition by Morton I. Kamien,Nancy L. Schwartz Pdf

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.

Elements of Dynamic Optimization

Alpha C. Chiang
Elements of Dynamic Optimization Book PDF

Author : Alpha C. Chiang
Publisher : Unknown
Page : 0 pages
File Size : 43,5 Mb
Release : 2000
Category : Economics, Mathematical
ISBN : 157766096X

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Elements of Dynamic Optimization by Alpha C. Chiang Pdf

INTRODUCTION 1.

Optimization of Dynamic Systems

S. K. Agrawal,B.C. Fabien
Optimization of Dynamic Systems Book PDF

Author : S. K. Agrawal,B.C. Fabien
Publisher : Springer Science & Business Media
Page : 228 pages
File Size : 50,8 Mb
Release : 2013-03-09
Category : Technology & Engineering
ISBN : 9789401591492

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Optimization of Dynamic Systems by S. K. Agrawal,B.C. Fabien Pdf

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.

Evolutionary Optimization in Dynamic Environments

Jürgen Branke
Evolutionary Optimization in Dynamic Environments Book PDF

Author : Jürgen Branke
Publisher : Springer Science & Business Media
Page : 217 pages
File Size : 53,9 Mb
Release : 2012-12-06
Category : Computers
ISBN : 9781461509110

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Evolutionary Optimization in Dynamic Environments by Jürgen Branke Pdf

Evolutionary Algorithms (EAs) have grown into a mature field of research in optimization, and have proven to be effective and robust problem solvers for a broad range of static real-world optimization problems. Yet, since they are based on the principles of natural evolution, and since natural evolution is a dynamic process in a changing environment, EAs are also well suited to dynamic optimization problems. Evolutionary Optimization in Dynamic Environments is the first comprehensive work on the application of EAs to dynamic optimization problems. It provides an extensive survey on research in the area and shows how EAs can be successfully used to continuously and efficiently adapt a solution to a changing environment, find a good trade-off between solution quality and adaptation cost, find robust solutions whose quality is insensitive to changes in the environment, find flexible solutions which are not only good but that can be easily adapted when necessary. All four aspects are treated in this book, providing a holistic view on the challenges and opportunities when applying EAs to dynamic optimization problems. The comprehensive and up-to-date coverage of the subject, together with details of latest original research, makes Evolutionary Optimization in Dynamic Environments an invaluable resource for researchers and professionals who are dealing with dynamic and stochastic optimization problems, and who are interested in applying local search heuristics, such as evolutionary algorithms.

Dynamic Optimization

Morton I. Kamien,Nancy Lou Schwartz
Dynamic Optimization Book PDF

Author : Morton I. Kamien,Nancy Lou Schwartz
Publisher : Courier Corporation
Page : 402 pages
File Size : 43,5 Mb
Release : 2012-11-21
Category : Mathematics
ISBN : 9780486488561

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Dynamic Optimization by Morton I. Kamien,Nancy Lou Schwartz Pdf

" An excellent financial research tool, this celebrated classic focuses on the methods of solving continuous time problems. The two-part treatment covers the calculus of variations and optimal control. In the decades since its initial publication, this text has defined dynamic optimization courses taught to economics and management science students. 1998 edition"--

Dynamic Optimization of Path-Constrained Switched Systems

Jun Fu,Chi Zhang
Dynamic Optimization of Path Constrained Switched Systems Book PDF

Author : Jun Fu,Chi Zhang
Publisher : Springer Nature
Page : 113 pages
File Size : 45,5 Mb
Release : 2023-03-11
Category : Technology & Engineering
ISBN : 9783031234286

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Dynamic Optimization of Path-Constrained Switched Systems by Jun Fu,Chi Zhang Pdf

This book provides a series of systematic theoretical results and numerical solution algorithms for dynamic optimization problems of switched systems within infinite-dimensional inequality path constraints. Dynamic optimization of path-constrained switched systems is a challenging task due to the complexity from seeking the best combinatorial optimization among the system input, switch times and switching sequences. Meanwhile, to ensure safety and guarantee product quality, path constraints are required to be rigorously satisfied (i.e., at an infinite number of time points) within a finite number of iterations. Several novel methodologies are presented by using dynamic optimization and semi-infinite programming techniques. The core advantages of our new approaches lie in two folds: i) The system input, switch times and the switching sequence can be optimized simultaneously. ii) The proposed algorithms terminate within finite iterations while coming with a certification of feasibility for the path constraints. In this book, first, we provide brief surveys on dynamic optimization of path-constrained systems and switched systems. For switched systems with a fixed switching sequence, we propose a bi-level algorithm, in which the input is optimized at the inner level, and the switch times are updated at the outer level by using the gradient information of the optimal value function calculated at the optimal input. We then propose an efficient single-level algorithm by optimizing the input and switch times simultaneously, which greatly reduces the number of nonlinear programs and the computational burden. For switched systems with free switching sequences, we propose a solution framework for dynamic optimization of path-constrained switched systems by employing the variant 2 of generalized Benders decomposition technique. In this framework, we adopt two different system formulations in the primal and master problem construction and explicitly characterize the switching sequences by introducing a binary variable. Finally, we propose a multi-objective dynamic optimization algorithm for locating approximated local Pareto solutions and quantitatively analyze the approximation optimality of the obtained solutions. This book provides a unified framework of dynamic optimization of path-constrained switched systems. It can therefore serve as a useful book for researchers and graduate students who are interested in knowing the state of the art of dynamic optimization of switched systems, as well as recent advances in path-constrained optimization problems. It is a useful source of up-to-date optimization methods and algorithms for researchers who study switched systems and graduate students of control theory and control engineering. In addition, it is also a useful source for engineers who work in the control and optimization fields such as robotics, chemical engineering and industrial processes.

LQ Dynamic Optimization and Differential Games

Jacob Engwerda
LQ Dynamic Optimization and Differential Games Book PDF

Author : Jacob Engwerda
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 45,8 Mb
Release : 2005-06-17
Category : Business & Economics
ISBN : 0470015241

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LQ Dynamic Optimization and Differential Games by Jacob Engwerda Pdf

Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.

Evolutionary Computation for Dynamic Optimization Problems

Shengxiang Yang,Xin Yao
Evolutionary Computation for Dynamic Optimization Problems Book PDF

Author : Shengxiang Yang,Xin Yao
Publisher : Springer
Page : 470 pages
File Size : 48,8 Mb
Release : 2013-11-18
Category : Technology & Engineering
ISBN : 9783642384165

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Evolutionary Computation for Dynamic Optimization Problems by Shengxiang Yang,Xin Yao Pdf

This book provides a compilation on the state-of-the-art and recent advances of evolutionary computation for dynamic optimization problems. The motivation for this book arises from the fact that many real-world optimization problems and engineering systems are subject to dynamic environments, where changes occur over time. Key issues for addressing dynamic optimization problems in evolutionary computation, including fundamentals, algorithm design, theoretical analysis, and real-world applications, are presented. "Evolutionary Computation for Dynamic Optimization Problems" is a valuable reference to scientists, researchers, professionals and students in the field of engineering and science, particularly in the areas of computational intelligence, nature- and bio-inspired computing, and evolutionary computation.

Dynamic Optimization and Differential Games

Terry L. Friesz
Dynamic Optimization and Differential Games Book PDF

Author : Terry L. Friesz
Publisher : Springer Science & Business Media
Page : 509 pages
File Size : 48,6 Mb
Release : 2010-08-20
Category : Business & Economics
ISBN : 9780387727783

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Dynamic Optimization and Differential Games by Terry L. Friesz Pdf

This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.

Optimal Control Theory and Static Optimization in Economics

Daniel Léonard,Ngo van Long
Optimal Control Theory and Static Optimization in Economics Book PDF

Author : Daniel Léonard,Ngo van Long
Publisher : Cambridge University Press
Page : 372 pages
File Size : 47,9 Mb
Release : 1992-01-31
Category : Business & Economics
ISBN : 0521337461

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Optimal Control Theory and Static Optimization in Economics by Daniel Léonard,Ngo van Long Pdf

This textbook is designed to make the difficult subject of optimal control theory accessible to economists while maintaining rigour.

Optimization and Control of Dynamic Systems

Henryk Górecki
Optimization and Control of Dynamic Systems Book PDF

Author : Henryk Górecki
Publisher : Springer
Page : 666 pages
File Size : 53,8 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.

Iterative Dynamic Programming

Rein Luus
Iterative Dynamic Programming Book PDF

Author : Rein Luus
Publisher : CRC Press
Page : 346 pages
File Size : 43,8 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

Approximate Dynamic Programming for Dynamic Vehicle Routing

Marlin Wolf Ulmer
Approximate Dynamic Programming for Dynamic Vehicle Routing Book PDF

Author : Marlin Wolf Ulmer
Publisher : Springer
Page : 197 pages
File Size : 46,8 Mb
Release : 2017-04-19
Category : Business & Economics
ISBN : 9783319555119

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Approximate Dynamic Programming for Dynamic Vehicle Routing by Marlin Wolf Ulmer Pdf

This book provides a straightforward overview for every researcher interested in stochastic dynamic vehicle routing problems (SDVRPs). The book is written for both the applied researcher looking for suitable solution approaches for particular problems as well as for the theoretical researcher looking for effective and efficient methods of stochastic dynamic optimization and approximate dynamic programming (ADP). To this end, the book contains two parts. In the first part, the general methodology required for modeling and approaching SDVRPs is presented. It presents adapted and new, general anticipatory methods of ADP tailored to the needs of dynamic vehicle routing. Since stochastic dynamic optimization is often complex and may not always be intuitive on first glance, the author accompanies the ADP-methodology with illustrative examples from the field of SDVRPs. The second part of this book then depicts the application of the theory to a specific SDVRP. The process starts from the real-world application. The author describes a SDVRP with stochastic customer requests often addressed in the literature, and then shows in detail how this problem can be modeled as a Markov decision process and presents several anticipatory solution approaches based on ADP. In an extensive computational study, he shows the advantages of the presented approaches compared to conventional heuristics. To allow deep insights in the functionality of ADP, he presents a comprehensive analysis of the ADP approaches.

Anticipatory Optimization for Dynamic Decision Making

Stephan Meisel
Anticipatory Optimization for Dynamic Decision Making Book PDF

Author : Stephan Meisel
Publisher : Springer Science & Business Media
Page : 182 pages
File Size : 45,6 Mb
Release : 2011-06-23
Category : Business & Economics
ISBN : 9781461405054

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Anticipatory Optimization for Dynamic Decision Making by Stephan Meisel Pdf

The availability of today’s online information systems rapidly increases the relevance of dynamic decision making within a large number of operational contexts. Whenever a sequence of interdependent decisions occurs, making a single decision raises the need for anticipation of its future impact on the entire decision process. Anticipatory support is needed for a broad variety of dynamic and stochastic decision problems from different operational contexts such as finance, energy management, manufacturing and transportation. Example problems include asset allocation, feed-in of electricity produced by wind power as well as scheduling and routing. All these problems entail a sequence of decisions contributing to an overall goal and taking place in the course of a certain period of time. Each of the decisions is derived by solution of an optimization problem. As a consequence a stochastic and dynamic decision problem resolves into a series of optimization problems to be formulated and solved by anticipation of the remaining decision process. However, actually solving a dynamic decision problem by means of approximate dynamic programming still is a major scientific challenge. Most of the work done so far is devoted to problems allowing for formulation of the underlying optimization problems as linear programs. Problem domains like scheduling and routing, where linear programming typically does not produce a significant benefit for problem solving, have not been considered so far. Therefore, the industry demand for dynamic scheduling and routing is still predominantly satisfied by purely heuristic approaches to anticipatory decision making. Although this may work well for certain dynamic decision problems, these approaches lack transferability of findings to other, related problems. This book has serves two major purposes: ‐ It provides a comprehensive and unique view of anticipatory optimization for dynamic decision making. It fully integrates Markov decision processes, dynamic programming, data mining and optimization and introduces a new perspective on approximate dynamic programming. Moreover, the book identifies different degrees of anticipation, enabling an assessment of specific approaches to dynamic decision making. ‐ It shows for the first time how to successfully solve a dynamic vehicle routing problem by approximate dynamic programming. It elaborates on every building block required for this kind of approach to dynamic vehicle routing. Thereby the book has a pioneering character and is intended to provide a footing for the dynamic vehicle routing community.