Calculus of Variations and Optimal Control Theory
Calculus of Variations and Optimal Control Theory

Author: Daniel Liberzon

Publisher: Princeton University Press

Published: 2012

Total Pages: 255

ISBN-13: 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

A Primer on the Calculus of Variations and Optimal Control Theory
A Primer on the Calculus of Variations and Optimal Control Theory

Author: Mike Mesterton-Gibbons

Publisher: American Mathematical Soc.

Published: 2009

Total Pages: 274

ISBN-13: 0821847724

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The calculus of variations is used to find functions that optimize quantities expressed in terms of integrals. Optimal control theory seeks to find functions that minimize cost integrals for systems described by differential equations. This book is an introduction to both the classical theory of the calculus of variations and the more modern developments of optimal control theory from the perspective of an applied mathematician. It focuses on understanding concepts and how to apply them. The range of potential applications is broad: the calculus of variations and optimal control theory have been widely used in numerous ways in biology, criminology, economics, engineering, finance, management science, and physics. Applications described in this book include cancer chemotherapy, navigational control, and renewable resource harvesting. The prerequisites for the book are modest: the standard calculus sequence, a first course on ordinary differential equations, and some facility with the use of mathematical software. It is suitable for an undergraduate or beginning graduate course, or for self study. It provides excellent preparation for more advanced books and courses on the calculus of variations and optimal control theory.

The Calculus of Variations and Optimal Control
The Calculus of Variations and Optimal Control

Author: George Leitmann

Publisher: Springer Science & Business Media

Published: 2013-06-29

Total Pages: 313

ISBN-13: 148990333X

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When the Tyrian princess Dido landed on the North African shore of the Mediterranean sea she was welcomed by a local chieftain. He offered her all the land that she could enclose between the shoreline and a rope of knotted cowhide. While the legend does not tell us, we may assume that Princess Dido arrived at the correct solution by stretching the rope into the shape of a circular arc and thereby maximized the area of the land upon which she was to found Carthage. This story of the founding of Carthage is apocryphal. Nonetheless it is probably the first account of a problem of the kind that inspired an entire mathematical discipline, the calculus of variations and its extensions such as the theory of optimal control. This book is intended to present an introductory treatment of the calculus of variations in Part I and of optimal control theory in Part II. The discussion in Part I is restricted to the simplest problem of the calculus of variations. The topic is entirely classical; all of the basic theory had been developed before the turn of the century. Consequently the material comes from many sources; however, those most useful to me have been the books of Oskar Bolza and of George M. Ewing. Part II is devoted to the elementary aspects of the modern extension of the calculus of variations, the theory of optimal control of dynamical systems.

Functional Analysis, Calculus of Variations and Optimal Control
Functional Analysis, Calculus of Variations and Optimal Control

Author: Francis Clarke

Publisher: Springer Science & Business Media

Published: 2013-02-06

Total Pages: 589

ISBN-13: 1447148207

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Functional analysis owes much of its early impetus to problems that arise in the calculus of variations. In turn, the methods developed there have been applied to optimal control, an area that also requires new tools, such as nonsmooth analysis. This self-contained textbook gives a complete course on all these topics. It is written by a leading specialist who is also a noted expositor. This book provides a thorough introduction to functional analysis and includes many novel elements as well as the standard topics. A short course on nonsmooth analysis and geometry completes the first half of the book whilst the second half concerns the calculus of variations and optimal control. The author provides a comprehensive course on these subjects, from their inception through to the present. A notable feature is the inclusion of recent, unifying developments on regularity, multiplier rules, and the Pontryagin maximum principle, which appear here for the first time in a textbook. Other major themes include existence and Hamilton-Jacobi methods. The many substantial examples, and the more than three hundred exercises, treat such topics as viscosity solutions, nonsmooth Lagrangians, the logarithmic Sobolev inequality, periodic trajectories, and systems theory. They also touch lightly upon several fields of application: mechanics, economics, resources, finance, control engineering. Functional Analysis, Calculus of Variations and Optimal Control is intended to support several different courses at the first-year or second-year graduate level, on functional analysis, on the calculus of variations and optimal control, or on some combination. For this reason, it has been organized with customization in mind. The text also has considerable value as a reference. Besides its advanced results in the calculus of variations and optimal control, its polished presentation of certain other topics (for example convex analysis, measurable selections, metric regularity, and nonsmooth analysis) will be appreciated by researchers in these and related fields.

Dynamic Optimization, Second Edition
Dynamic Optimization, Second Edition

Author: Morton I. Kamien

Publisher: Courier Corporation

Published: 2013-04-17

Total Pages: 402

ISBN-13: 0486310280

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Since its initial publication, this text has defined courses in dynamic optimization taught to economics and management science students. The two-part treatment covers the calculus of variations and optimal control. 1998 edition.

Classical Mechanics with Calculus of Variations and Optimal Control
Classical Mechanics with Calculus of Variations and Optimal Control

Author: Mark Levi

Publisher: American Mathematical Soc.

Published: 2014-03-07

Total Pages: 322

ISBN-13: 0821891383

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This is an intuitively motivated presentation of many topics in classical mechanics and related areas of control theory and calculus of variations. All topics throughout the book are treated with zero tolerance for unrevealing definitions and for proofs which leave the reader in the dark. Some areas of particular interest are: an extremely short derivation of the ellipticity of planetary orbits; a statement and an explanation of the "tennis racket paradox"; a heuristic explanation (and a rigorous treatment) of the gyroscopic effect; a revealing equivalence between the dynamics of a particle and statics of a spring; a short geometrical explanation of Pontryagin's Maximum Principle, and more. In the last chapter, aimed at more advanced readers, the Hamiltonian and the momentum are compared to forces in a certain static problem. This gives a palpable physical meaning to some seemingly abstract concepts and theorems. With minimal prerequisites consisting of basic calculus and basic undergraduate physics, this book is suitable for courses from an undergraduate to a beginning graduate level, and for a mixed audience of mathematics, physics and engineering students. Much of the enjoyment of the subject lies in solving almost 200 problems in this book.

Turnpike Properties in the Calculus of Variations and Optimal Control
Turnpike Properties in the Calculus of Variations and Optimal Control

Author: Alexander J. Zaslavski

Publisher: Springer Science & Business Media

Published: 2006-01-27

Total Pages: 407

ISBN-13: 0387281541

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This book is devoted to the recent progress on the turnpike theory. The turnpike property was discovered by Paul A. Samuelson, who applied it to problems in mathematical economics in 1949. These properties were studied for optimal trajectories of models of economic dynamics determined by convex processes. In this monograph the author, a leading expert in modern turnpike theory, presents a number of results concerning the turnpike properties in the calculus of variations and optimal control which were obtained in the last ten years. These results show that the turnpike properties form a general phenomenon which holds for various classes of variational problems and optimal control problems. The book should help to correct the misapprehension that turnpike properties are only special features of some narrow classes of convex problems of mathematical economics. Audience This book is intended for mathematicians interested in optimal control, calculus of variations, game theory and mathematical economics.

Calculus of Variations
Calculus of Variations

Author: Charles R. MacCluer

Publisher: Courier Corporation

Published: 2013-05-20

Total Pages: 274

ISBN-13: 0486278301

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First truly up-to-date treatment offers a simple introduction to optimal control, linear-quadratic control design, and more. Broad perspective features numerous exercises, hints, outlines, and appendixes, including a practical discussion of MATLAB. 2005 edition.

Optimal Control and the Calculus of Variations
Optimal Control and the Calculus of Variations

Author: Enid R. Pinch

Publisher: Oxford University Press

Published: 1995

Total Pages: 245

ISBN-13: 0198514891

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A paperback edition of this successful textbook for final year undergraduate mathematicians and control engineering students, this book contains exercises and many worked examples, with complete solutions and hints making it ideal not only as a class textbook but also for individual study. Theintorduction to optimal control begins by considering the problem of minimizing a function of many variables, before moving on to the main subject: the optimal control of systems governed by ordinary differential equations.

Constrained Optimization In The Calculus Of Variations and Optimal Control Theory
Constrained Optimization In The Calculus Of Variations and Optimal Control Theory

Author: J Gregory

Publisher: CRC Press

Published: 2018-01-18

Total Pages: 218

ISBN-13: 1351087762

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The major purpose of this book is to present the theoretical ideas and the analytical and numerical methods to enable the reader to understand and efficiently solve these important optimizational problems.The first half of this book should serve as the major component of a classical one or two semester course in the calculus of variations and optimal control theory. The second half of the book will describe the current research of the authors which is directed to solving these problems numerically. In particular, we present new reformulations of constrained problems which leads to unconstrained problems in the calculus of variations and new general, accurate and efficient numerical methods to solve the reformulated problems. We believe that these new methods will allow the reader to solve important problems.