A Minimax Optimal Control Problem with Infinite Horizon
Author: S. C. Di Marco
Publisher:
Published: 1996
Total Pages: 24
ISBN-13:
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A Stochastic Minimax Optimal Control Problem on Markov Chanins with Infinite Horizon
Author: S. C. Di Marco
Publisher:
Published: 1996
Total Pages: 15
ISBN-13:
DOWNLOAD EBOOKH-Infinity Optimal Control and Related Minimax Design Problems
Author: Tamer Başar
Publisher: Springer Science & Business Media
Published: 2008-01-21
Total Pages: 418
ISBN-13: 0817647562
DOWNLOAD EBOOKThis book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. Based mostly on recent work by the authors, the book is written on a good mathematical level. Many results in it are original.
H∞-Optimal Control and Related Minimax Design Problems
Author: Tamer Başar
Publisher: Springer Science & Business Media
Published: 2009-05-21
Total Pages: 417
ISBN-13: 0817647570
DOWNLOAD EBOOKThis book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. The book can be used for a second or third year graduate level course in the subject, and researchers working in the area will find the book useful as a standard reference. Based mostly on recent work of the authors, the book is written on a good mathematical level. Many results in it are original, interesting, and inspirational. The topic is central to modern control and hence this definitive book is highly recommended to anyone who wishes to catch up with important theoretical developments in applied mathematics and control.
H(infinity)-Optimal Control and Related ...
Author: Basar
Publisher: Springer Science & Business Media
Published: 1991-06
Total Pages: 248
ISBN-13:
DOWNLOAD EBOOKOne of the major concentrated activities of the past decade in control theory has been the development of the so-called "HOO-optimal control theory," which addresses the issue of worst-case controller design for linear plants subject to unknown additive disturbances, including problems of disturbance attenuation, model matching, and tracking. The mathematical OO symbol "H " stands for the Hardy space of all complex-valued functions of a complex variable, which are analytic and bounded in the open right half complex plane. For a linear (continuous-time, time-invariant) plant, oo the H norm of the transfer matrix is the maximum of its largest singular value over all frequencies. OO Controller design problems where the H norm plays an important role were initially formulated by George Zames in the early 1980's, in the context of sensitivity reduction in linear plants, with the design problem posed as a mathematical optimization problem using an (HOO) operator norm. Thus formulated originally in the frequency domain, the main tools used during the early phases of research on this class of problems have been operator and approximation theory, spectral factorization, and (Youla) parametrization, leading initially to rather complicated (high-dimensional) OO optimal or near-optimal (under the H norm) controllers.
Mathematical Optimization and Economic Theory
Author: Michael D. Intriligator
Publisher: SIAM
Published: 2002-01-01
Total Pages: 515
ISBN-13: 0898715113
DOWNLOAD EBOOKA classic account of mathematical programming and control techniques and their applications to static and dynamic problems in economics.
Variational and Optimal Control Problems on Unbounded Domains
Author: Gershon Wolansky
Publisher: American Mathematical Soc.
Published: 2014-07-01
Total Pages: 266
ISBN-13: 147041077X
DOWNLOAD EBOOKThis volume contains the proceedings of the workshop on Variational and Optimal Control Problems on Unbounded Domains, held in memory of Arie Leizarowitz, from January 9-12, 2012, in Haifa, Israel. The workshop brought together a select group of worldwide experts in optimal control theory and the calculus of variations, working on problems on unbounded domains. The papers in this volume cover many different areas of optimal control and its applications. Topics include needle variations in infinite-horizon optimal control, Lyapunov stability with some extensions, small noise large time asymptotics for the normalized Feynman-Kac semigroup, linear-quadratic optimal control problems with state delays, time-optimal control of wafer stage positioning, second order optimality conditions in optimal control, state and time transformations of infinite horizon problems, turnpike properties of dynamic zero-sum games, and an infinite-horizon variational problem on an infinite strip. This book is co-published with Bar-Ilan University (Ramat-Gan, Israel).
Stochastic Analysis, Control, Optimization and Applications
Author: William M. McEneaney
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 660
ISBN-13: 1461217849
DOWNLOAD EBOOKIn view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.
Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems
Author: Alexander J. Zaslavski
Publisher: Springer
Published: 2014-08-20
Total Pages: 114
ISBN-13: 3319080342
DOWNLOAD EBOOKThe structure of approximate solutions of autonomous discrete-time optimal control problems and individual turnpike results for optimal control problems without convexity (concavity) assumptions are examined in this book. In particular, the book focuses on the properties of approximate solutions which are independent of the length of the interval, for all sufficiently large intervals; these results apply to the so-called turnpike property of the optimal control problems. By encompassing the so-called turnpike property the approximate solutions of the problems are determined primarily by the objective function and are fundamentally independent of the choice of interval and endpoint conditions, except in regions close to the endpoints. This book also explores the turnpike phenomenon for two large classes of autonomous optimal control problems. It is illustrated that the turnpike phenomenon is stable for an optimal control problem if the corresponding infinite horizon optimal control problem possesses an asymptotic turnpike property. If an optimal control problem belonging to the first class possesses the turnpike property, then the turnpike is a singleton (unit set). The stability of the turnpike property under small perturbations of an objective function and of a constraint map is established. For the second class of problems where the turnpike phenomenon is not necessarily a singleton the stability of the turnpike property under small perturbations of an objective function is established. Containing solutions of difficult problems in optimal control and presenting new approaches, techniques and methods this book is of interest for mathematicians working in optimal control and the calculus of variations. It also can be useful in preparation courses for graduate students.
Receding Horizon Control
Author: Wook Hyun Kwon
Publisher: Springer Science & Business Media
Published: 2005-10-04
Total Pages: 388
ISBN-13: 1846280176
DOWNLOAD EBOOKEasy-to-follow learning structure makes absorption of advanced material as pain-free as possible Introduces complete theories for stability and cost monotonicity for constrained and non-linear systems as well as for linear systems In co-ordination with MATLAB® files available from springeronline.com, exercises and examples give the student more practice in the predictive control and filtering techniques presented
