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Optimal Control Theory for Infinite Dimensional Systems

Optimal Control Theory for Infinite Dimensional Systems
Author: Xungjing Li
Publisher: Springer Science & Business Media
Total Pages: 462
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461242606

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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.


Stochastic Optimal Control in Infinite Dimension

Stochastic Optimal Control in Infinite Dimension
Author: Giorgio Fabbri
Publisher: Springer
Total Pages: 928
Release: 2017-06-22
Genre: Mathematics
ISBN: 3319530674

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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.


Infinite Dimensional Optimization and Control Theory

Infinite Dimensional Optimization and Control Theory
Author: Hector O. Fattorini
Publisher: Cambridge University Press
Total Pages: 828
Release: 1999-03-28
Genre: Computers
ISBN: 9780521451253

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Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.


Representation and Control of Infinite Dimensional Systems

Representation and Control of Infinite Dimensional Systems
Author: Alain Bensoussan
Publisher: Springer Science & Business Media
Total Pages: 589
Release: 2007-04-05
Genre: Technology & Engineering
ISBN: 0817645810

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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.


Control Theory of Infinite-Dimensional Systems

Control Theory of Infinite-Dimensional Systems
Author: Joachim Kerner
Publisher: Springer Nature
Total Pages: 194
Release: 2020-06-25
Genre: Science
ISBN: 3030358984

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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.


An Introduction to Infinite-Dimensional Linear Systems Theory

An Introduction to Infinite-Dimensional Linear Systems Theory
Author: Ruth F. Curtain
Publisher: Springer Science & Business Media
Total Pages: 714
Release: 2012-12-06
Genre: Mathematics
ISBN: 146124224X

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Infinite dimensional systems is now an established area of research. Given the recent trend in systems theory and in applications towards a synthesis of time- and frequency-domain methods, there is a need for an introductory text which treats both state-space and frequency-domain aspects in an integrated fashion. The authors' primary aim is to write an introductory textbook for a course on infinite dimensional linear systems. An important consideration by the authors is that their book should be accessible to graduate engineers and mathematicians with a minimal background in functional analysis. Consequently, all the mathematical background is summarized in an extensive appendix. For the majority of students, this would be their only acquaintance with infinite dimensional systems.


Representation and Control of Infinite Dimensional Systems

Representation and Control of Infinite Dimensional Systems
Author: Alain Bensoussan
Publisher: Birkhäuser
Total Pages: 0
Release: 2008-11-01
Genre: Technology & Engineering
ISBN: 9780817671150

Download Representation and Control of Infinite Dimensional Systems Book in PDF, ePub and Kindle

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.


Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Author: Jingrui Sun
Publisher: Springer Nature
Total Pages: 129
Release: 2020-06-29
Genre: Mathematics
ISBN: 3030209229

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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues – the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.


Calculus of Variations and Optimal Control Theory

Calculus of Variations and Optimal Control Theory
Author: Daniel Liberzon
Publisher: Princeton University Press
Total Pages: 255
Release: 2012
Genre: Mathematics
ISBN: 0691151873

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This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control


Mathematical Control Theory

Mathematical Control Theory
Author: Eduardo D. Sontag
Publisher: Springer Science & Business Media
Total Pages: 543
Release: 2013-11-21
Genre: Mathematics
ISBN: 1461205778

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Geared primarily to an audience consisting of mathematically advanced undergraduate or beginning graduate students, this text may additionally be used by engineering students interested in a rigorous, proof-oriented systems course that goes beyond the classical frequency-domain material and more applied courses. The minimal mathematical background required is a working knowledge of linear algebra and differential equations. The book covers what constitutes the common core of control theory and is unique in its emphasis on foundational aspects. While covering a wide range of topics written in a standard theorem/proof style, it also develops the necessary techniques from scratch. In this second edition, new chapters and sections have been added, dealing with time optimal control of linear systems, variational and numerical approaches to nonlinear control, nonlinear controllability via Lie-algebraic methods, and controllability of recurrent nets and of linear systems with bounded controls.