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.
| Author | : Maurizio Falcone |
| Publisher | : Springer |
| Total Pages | : 0 |
| Release | : 2019-02-05 |
| Genre | : Science |
| ISBN | : 9783030019587 |
Download Numerical Methods for Optimal Control Problems Book in PDF, ePub and Kindle
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 | : Radoslaw Pytlak |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 244 |
| Release | : 1999-08-19 |
| Genre | : Science |
| ISBN | : 9783540662143 |
Download Numerical Methods for Optimal Control Problems with State Constraints Book in PDF, ePub and Kindle
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
| Author | : Harold Kushner |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 480 |
| Release | : 2013-11-27 |
| Genre | : Mathematics |
| ISBN | : 146130007X |
Download Numerical Methods for Stochastic Control Problems in Continuous Time Book in PDF, ePub and Kindle
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
| Author | : Alfio Borzi |
| Publisher | : SIAM |
| Total Pages | : 396 |
| Release | : 2017-07-06 |
| Genre | : Technology & Engineering |
| ISBN | : 1611974836 |
Download Formulation and Numerical Solution of Quantum Control Problems Book in PDF, ePub and Kindle
This book provides an introduction to representative nonrelativistic quantum control problems and their theoretical analysis and solution via modern computational techniques. The quantum theory framework is based on the Schr?dinger picture, and the optimization theory, which focuses on functional spaces, is based on the Lagrange formalism. The computational techniques represent recent developments that have resulted from combining modern numerical techniques for quantum evolutionary equations with sophisticated optimization schemes. Both finite and infinite-dimensional models are discussed, including the three-level Lambda system arising in quantum optics, multispin systems in NMR, a charged particle in a well potential, Bose?Einstein condensates, multiparticle spin systems, and multiparticle models in the time-dependent density functional framework. This self-contained book covers the formulation, analysis, and numerical solution of quantum control problems and bridges scientific computing, optimal control and exact controllability, optimization with differential models, and the sciences and engineering that require quantum control methods. ??
| Author | : Maurizio Falcone |
| Publisher | : Springer |
| Total Pages | : 275 |
| Release | : 2019-01-26 |
| Genre | : Science |
| ISBN | : 3030019594 |
Download Numerical Methods for Optimal Control Problems Book in PDF, ePub and Kindle
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 | : Bulirsch |
| Publisher | : Birkhäuser |
| Total Pages | : 352 |
| Release | : 2013-03-08 |
| Genre | : Science |
| ISBN | : 3034875398 |
Download Optimal Control Book in PDF, ePub and Kindle
"Optimal Control" reports on new theoretical and practical advances essential for analysing and synthesizing optimal controls of dynamical systems governed by partial and ordinary differential equations. New necessary and sufficient conditions for optimality are given. Recent advances in numerical methods are discussed. These have been achieved through new techniques for solving large-sized nonlinear programs with sparse Hessians, and through a combination of direct and indirect methods for solving the multipoint boundary value problem. The book also focuses on the construction of feedback controls for nonlinear systems and highlights advances in the theory of problems with uncertainty. Decomposition methods of nonlinear systems and new techniques for constructing feedback controls for state- and control constrained linear quadratic systems are presented. The book offers solutions to many complex practical optimal control problems.
| Author | : Radoslaw Pytlak |
| Publisher | : Springer |
| Total Pages | : 224 |
| Release | : 2006-11-14 |
| Genre | : Science |
| ISBN | : 3540486623 |
Download Numerical Methods for Optimal Control Problems with State Constraints Book in PDF, ePub and Kindle
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
| Author | : John T. Betts |
| Publisher | : SIAM |
| Total Pages | : 442 |
| Release | : 2010-01-01 |
| Genre | : Mathematics |
| ISBN | : 0898716888 |
Download Practical Methods for Optimal Control and Estimation Using Nonlinear Programming Book in PDF, ePub and Kindle
A focused presentation of how sparse optimization methods can be used to solve optimal control and estimation problems.
| Author | : Fredi Tröltzsch |
| Publisher | : American Mathematical Society |
| Total Pages | : 417 |
| Release | : 2024-03-21 |
| Genre | : Mathematics |
| ISBN | : 1470476444 |
Download Optimal Control of Partial Differential Equations Book in PDF, ePub and Kindle
Optimal control theory is concerned with finding control functions that minimize cost functions for systems described by differential equations. The methods have found widespread applications in aeronautics, mechanical engineering, the life sciences, and many other disciplines. This book focuses on optimal control problems where the state equation is an elliptic or parabolic partial differential equation. Included are topics such as the existence of optimal solutions, necessary optimality conditions and adjoint equations, second-order sufficient conditions, and main principles of selected numerical techniques. It also contains a survey on the Karush-Kuhn-Tucker theory of nonlinear programming in Banach spaces. The exposition begins with control problems with linear equations, quadratic cost functions and control constraints. To make the book self-contained, basic facts on weak solutions of elliptic and parabolic equations are introduced. Principles of functional analysis are introduced and explained as they are needed. Many simple examples illustrate the theory and its hidden difficulties. This start to the book makes it fairly self-contained and suitable for advanced undergraduates or beginning graduate students. Advanced control problems for nonlinear partial differential equations are also discussed. As prerequisites, results on boundedness and continuity of solutions to semilinear elliptic and parabolic equations are addressed. These topics are not yet readily available in books on PDEs, making the exposition also interesting for researchers. Alongside the main theme of the analysis of problems of optimal control, Tröltzsch also discusses numerical techniques. The exposition is confined to brief introductions into the basic ideas in order to give the reader an impression of how the theory can be realized numerically. After reading this book, the reader will be familiar with the main principles of the numerical analysis of PDE-constrained optimization.
| Author | : Andrea Manzoni |
| Publisher | : Springer Nature |
| Total Pages | : 507 |
| Release | : 2022-01-01 |
| Genre | : Mathematics |
| ISBN | : 3030772268 |
Download Optimal Control of Partial Differential Equations Book in PDF, ePub and Kindle
This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a “hands-on” treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.
