Robust Maximum Principle (eBook)
XXII, 432 Seiten
Birkhauser Boston (Verlag)
978-0-8176-8152-4 (ISBN)
Covering some of the key areas of optimal control theory (OCT), a rapidly expanding field, the authors use new methods to set out a version of OCT's more refined 'maximum principle.' The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games.
This book explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
Both refining and extending previous publications by the authors, the material in this monograph has been class-tested in mathematical institutions throughout the world. Covering some of the key areas of optimal control theory (OCT)-a rapidly expanding field that has developed to analyze the optimal behavior of a constrained process over time-the authors use new methods to set out a version of OCT's more refined 'maximum principle' designed to solve the problem of constructing optimal control strategies for uncertain systems where some parameters are unknown. Known as a 'min-max' problem, this type of difficulty occurs frequently when dealing with finite uncertain sets.The text begins with a standalone section that reviews classical optimal control theory. Moving on to examine the tent method in detail, the book then presents its core material, which is a more robust maximum principle for both deterministic and stochastic systems. The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. Using powerful new tools in optimal control theory, this book explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
Preface.- Introduction.- I Topics of Classical Optimal Control.- 1 Maximum Principle.- 2 Dynamic Programming.- 3 Linear Quadratic Optimal Control.- 4 Time-Optimization Problem.- II Tent Method.- 5 Tent Method in Finite Dimensional Spaces.- 6 Extrenal Problems in Banach Space.- III Robust Maximum Principle for Deterministic Systems.- 7 Finite Collection of Dynamic Systems.- 8 Multi-Model Bolza and LQ-Problem.- 9 Linear Multi-Model Time-Optimization.- 10 A Measured Space as Uncertainty Set.- 11 Dynamic Programming for Robust Optimization.- 12 Min-Max Sliding Mode Control.- 13 Multimodel Differential Games.- IV Robust Maximum Principle for Stochastic Systems.- 14 Multi-Plant Robust Control.- 15 LQ-Stochastic Multi-Model Control.- 16 A Compact as Uncertainty Set.- References.- Index.
Erscheint lt. Verlag | 6.11.2011 |
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Reihe/Serie | Systems & Control: Foundations & Applications |
Zusatzinfo | XXII, 432 p. 36 illus. |
Verlagsort | Boston |
Sprache | englisch |
Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
Mathematik / Informatik ► Mathematik ► Analysis | |
Mathematik / Informatik ► Mathematik ► Angewandte Mathematik | |
Naturwissenschaften | |
Technik ► Bauwesen | |
Schlagworte | Banach spaces • Deterministic Systems • dynamic programming methods • FeynmanâKac formula • Feynman–Kac formula • KuhnâTucker Theorem • Kuhn–Tucker Theorem • Lagrange principle • Linear Quadratic Control • maximum robust principle • min-max problem • optimal control theory • Riccati differential equation • robust maximum principle • Stochastic Systems • tent method • Viscosity Solutions |
ISBN-10 | 0-8176-8152-3 / 0817681523 |
ISBN-13 | 978-0-8176-8152-4 / 9780817681524 |
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