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Author : Hector O. Fattorini
Publisher : Cambridge University Press
Page : 828 pages
File Size : 46,8 Mb
Release : 1999-03-28
Category : Computers
ISBN : 0521451256
Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Author : Hector O. Fattorini,Professor Emeritus Hector O Fattorini
Publisher : Unknown
Page : 818 pages
File Size : 41,9 Mb
Release : 2014-05-14
Category : COMPUTERS
ISBN : 1107088585
Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Author : Xungjing Li,Jiongmin Yong
Publisher : Springer Science & Business Media
Page : 462 pages
File Size : 43,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461242604
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.
Author : Giorgio Fabbri,Fausto Gozzi,Andrzej Święch
Publisher : Springer
Page : 916 pages
File Size : 51,6 Mb
Release : 2017-06-22
Category : Mathematics
ISBN : 9783319530673
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Author : Alain Bensoussan,Giuseppe Da Prato,Michel C. Delfour,Sanjoy K. Mitter
Publisher : Springer Science & Business Media
Page : 589 pages
File Size : 51,6 Mb
Release : 2007-04-05
Category : Technology & Engineering
ISBN : 9780817645816
This unified, revised second edition of a two-volume set is a self-contained account of quadratic cost optimal control for a large class of infinite-dimensional systems. The original editions received outstanding reviews, yet this new edition is more concise and self-contained. New material has been added to reflect the growth in the field over the past decade. There is a unique chapter on semigroup theory of linear operators that brings together advanced concepts and techniques which are usually treated independently. The material on delay systems and structural operators has not yet appeared anywhere in book form.
Author : Qi Lü,Xu Zhang
Publisher : Springer
Page : 148 pages
File Size : 54,9 Mb
Release : 2014-06-02
Category : Science
ISBN : 9783319066325
The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagin type maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.
Author : Fatiha Alabau-Boussouira,Fabio Ancona,Alessio Porretta,Carlo Sinestrari
Publisher : Springer
Page : 276 pages
File Size : 43,5 Mb
Release : 2019-07-04
Category : Mathematics
ISBN : 9783030179496
This book presents cutting-edge contributions in the areas of control theory and partial differential equations. Over the decades, control theory has had deep and fruitful interactions with the theory of partial differential equations (PDEs). Well-known examples are the study of the generalized solutions of Hamilton-Jacobi-Bellman equations arising in deterministic and stochastic optimal control and the development of modern analytical tools to study the controllability of infinite dimensional systems governed by PDEs. In the present volume, leading experts provide an up-to-date overview of the connections between these two vast fields of mathematics. Topics addressed include regularity of the value function associated to finite dimensional control systems, controllability and observability for PDEs, and asymptotic analysis of multiagent systems. The book will be of interest for both researchers and graduate students working in these areas.
Author : Joachim Kerner,Hafida Laasri,Delio Mugnolo
Publisher : Springer Nature
Page : 194 pages
File Size : 47,5 Mb
Release : 2020-06-25
Category : Science
ISBN : 9783030358983
This book presents novel results by participants of the conference “Control theory of infinite-dimensional systems” that took place in January 2018 at the FernUniversität in Hagen. Topics include well-posedness, controllability, optimal control problems as well as stability of linear and nonlinear systems, and are covered by world-leading experts in these areas. A distinguishing feature of the contributions in this volume is the particular combination of researchers from different fields in mathematics working in an interdisciplinary fashion on joint projects in mathematical system theory. More explicitly, the fields of partial differential equations, semigroup theory, mathematical physics, graph and network theory as well as numerical analysis are all well-represented.
Author : Ivar Ekeland,Thomas Turnbull
Publisher : University of Chicago Press
Page : 175 pages
File Size : 51,8 Mb
Release : 1983-09-15
Category : Business & Economics
ISBN : 9780226199887
The caratheodory approach; Infinite-dimensional optimization; Duality theory.
Author : Alain Bensoussan,Giuseppe Da Prato,Michel C. Delfour,Sanjoy K. Mitter
Publisher : Birkhäuser
Page : 0 pages
File Size : 52,9 Mb
Release : 2008-11-01
Category : Technology & Engineering
ISBN : 0817671153
This unified, revised second edition of a two-volume set is a self-contained account of quadratic cost optimal control for a large class of infinite-dimensional systems. The original editions received outstanding reviews, yet this new edition is more concise and self-contained. New material has been added to reflect the growth in the field over the past decade. There is a unique chapter on semigroup theory of linear operators that brings together advanced concepts and techniques which are usually treated independently. The material on delay systems and structural operators has not yet appeared anywhere in book form.
Author : Honglei Xu,Kok Lay Teo,Yi Zhang
Publisher : Springer
Page : 269 pages
File Size : 53,5 Mb
Release : 2014-06-26
Category : Mathematics
ISBN : 9783662434048
This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field are collated here in two parts, dealing first with optimization and control theory and then with techniques and applications. Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependent inclusion and linear programming complexity theory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems and look at multi-objective semi-infinite optimization problems and production planning problems. In the second part, the authors address techniques and applications of optimization and control in a variety of disciplines, such as chaos synchronization, facial expression recognition and dynamic input-output economic models. Other applications considered here include image retrieval, natural earth satellites orbital transfers, snap-back repellers and modern logistic systems. Readers will learn of advances in optimization, control and operations research, as well as potential new avenues of research and development. The book will appeal to scientific researchers, mathematicians and all specialists interested in the latest advances in optimization and control.
Author : Michael I. Gil'
Publisher : Springer Science & Business Media
Page : 386 pages
File Size : 55,6 Mb
Release : 1998-09-30
Category : Mathematics
ISBN : 0792382218
The aim of Stability of Finite and Infinite Dimensional Systems is to provide new tools for specialists in control system theory, stability theory of ordinary and partial differential equations, and differential-delay equations. Stability of Finite and Infinite Dimensional Systems is the first book that gives a systematic exposition of the approach to stability analysis which is based on estimates for matrix-valued and operator-valued functions, allowing us to investigate various classes of finite and infinite dimensional systems from the unified viewpoint. This book contains solutions to the problems connected with the Aizerman and generalized Aizerman conjectures and presents fundamental results by A. Yu. Levin for the stability of nonautonomous systems having variable real characteristic roots. Stability of Finite and Infinite Dimensional Systems is intended not only for specialists in stability theory, but for anyone interested in various applications who has had at least a first-year graduate-level course in analysis.
Author : Anonim
Publisher : Elsevier
Page : 332 pages
File Size : 52,6 Mb
Release : 2005-07-12
Category : Mathematics
ISBN : 9780080457345
For more than forty years, the equation y’(t) = Ay(t) + u(t) in Banach spaces has been used as model for optimal control processes described by partial differential equations, in particular heat and diffusion processes. Many of the outstanding open problems, however, have remained open until recently, and some have never been solved. This book is a survey of all results know to the author, with emphasis on very recent results (1999 to date). The book is restricted to linear equations and two particular problems (the time optimal problem, the norm optimal problem) which results in a more focused and concrete treatment. As experience shows, results on linear equations are the basis for the treatment of their semilinear counterparts, and techniques for the time and norm optimal problems can often be generalized to more general cost functionals. The main object of this book is to be a state-of-the-art monograph on the theory of the time and norm optimal controls for y’(t) = Ay(t) + u(t) that ends at the very latest frontier of research, with open problems and indications for future research. Key features: · Applications to optimal diffusion processes. · Applications to optimal heat propagation processes. · Modelling of optimal processes governed by partial differential equations. · Complete bibliography. · Includes the latest research on the subject. · Does not assume anything from the reader except basic functional analysis. · Accessible to researchers and advanced graduate students alike · Applications to optimal diffusion processes. · Applications to optimal heat propagation processes. · Modelling of optimal processes governed by partial differential equations. · Complete bibliography. · Includes the latest research on the subject. · Does not assume anything from the reader except basic functional analysis. · Accessible to researchers and advanced graduate students alike
Author : Jerzy Zabczyk
Publisher : Springer Science & Business Media
Page : 272 pages
File Size : 49,5 Mb
Release : 2009-11-03
Category : Science
ISBN : 9780817647339
Mathematical Control Theory: An Introduction presents, in a mathematically precise manner, a unified introduction to deterministic control theory. In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using topological methods, realization theory for nonlinear systems, impulsive control and positive systems, the control of rigid bodies, the stabilization of infinite dimensional systems, and the solution of minimum energy problems. "Covers a remarkable number of topics....The book presents a large amount of material very well, and its use is highly recommended." --Bulletin of the AMS
Author : Dean A. Carlson,Alain Haurie
Publisher : Springer Science & Business Media
Page : 270 pages
File Size : 45,7 Mb
Release : 2013-06-29
Category : Business & Economics
ISBN : 9783662025291
This monograph deals with various classes of deterministic continuous time optimal control problems wh ich are defined over unbounded time intervala. For these problems, the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts; referred to here as "overtaking", "weakly overtaking", "agreeable plans", etc. ; have been proposed. The motivation for studying these problems arisee primarily from the economic and biological aciences where models of this nature arise quite naturally since no natural bound can be placed on the time horizon when one considers the evolution of the state of a given economy or species. The reeponsibility for the introduction of this interesting class of problems rests with the economiste who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey who, in his seminal work on a theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a "Lagrange problem with unbounded time interval". The advent of modern control theory, particularly the formulation of the famoue Maximum Principle of Pontryagin, has had a considerable impact on the treatment of these models as well as optimization theory in general.
