Optimality Conditions: Abnormal and Degenerate Problems

Optimality Conditions: Abnormal and Degenerate Problems

Author: Aram Arutyunov

Publisher: Springer Science & Business Media

Published: 2000-10-31

Total Pages: 318

ISBN-13: 9780792366553

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This book is devoted to one of the main questions of the theory of extremal problems, namely, to necessary and sufficient extremality conditions. The book consists of four parts. First, the abstract minimization problem with constraints is studied. The next chapter is devoted to one of the most important classes of extremal problems, the optimal control problem. Next, one of the main objects of the calculus of variations is studied, the integral quadratic form. Finally, local properties of smooth nonlinear mappings in a neighborhood of an abnormal point will be discussed. Audience: The book is intended for researchers interested in optimization problems. The book may also be useful for advanced students and postgraduate students.


Nonsmooth Analysis and Control Theory

Nonsmooth Analysis and Control Theory

Author: Francis H. Clarke

Publisher: Springer Science & Business Media

Published: 2008-01-10

Total Pages: 288

ISBN-13: 0387226257

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A clear and succinct presentation of the essentials of this subject, together with some of its applications and a generous helping of interesting exercises. Following an introductory chapter with a taste of what is to come, the next three chapters constitute a course in nonsmooth analysis and identify a coherent and comprehensive approach to the subject, leading to an efficient, natural, and powerful body of theory. The whole is rounded off with a self-contained introduction to the theory of control of ordinary differential equations. The authors have incorporated a number of new results which clarify the relationships between the different schools of thought in the subject, with the aim of making nonsmooth analysis accessible to a wider audience. End-of-chapter problems offer scope for deeper understanding.


Nonlinear and Optimal Control Theory

Nonlinear and Optimal Control Theory

Author: Andrei A. Agrachev

Publisher: Springer

Published: 2008-06-24

Total Pages: 368

ISBN-13: 3540776532

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The lectures gathered in this volume present some of the different aspects of Mathematical Control Theory. Adopting the point of view of Geometric Control Theory and of Nonlinear Control Theory, the lectures focus on some aspects of the Optimization and Control of nonlinear, not necessarily smooth, dynamical systems. Specifically, three of the five lectures discuss respectively: logic-based switching control, sliding mode control and the input to the state stability paradigm for the control and stability of nonlinear systems. The remaining two lectures are devoted to Optimal Control: one investigates the connections between Optimal Control Theory, Dynamical Systems and Differential Geometry, while the second presents a very general version, in a non-smooth context, of the Pontryagin Maximum Principle. The arguments of the whole volume are self-contained and are directed to everyone working in Control Theory. They offer a sound presentation of the methods employed in the control and optimization of nonlinear dynamical systems.


A Primer on Pontryagin's Principle in Optimal Control

A Primer on Pontryagin's Principle in Optimal Control

Author: I. Michael Ross

Publisher:

Published: 2015-03-03

Total Pages: 370

ISBN-13: 9780984357116

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EDITORIAL REVIEW: This book provides a guided tour in introducing optimal control theory from a practitioner's point of view. As in the first edition, Ross takes the contrarian view that it is not necessary to prove Pontryagin's Principle before using it. Using the same philosophy, the second edition expands the ideas over four chapters: In Chapter 1, basic principles related to problem formulation via a structured approach are introduced: What is a state variable? What is a control variable? What is state space? And so on. In Chapter 2, Pontryagin's Principle is introduced using intuitive ideas from everyday life: Like the process of "measuring" a sandwich and how it relates to costates. A vast number of illustrations are used to explain the concepts without going into the minutia of obscure mathematics. Mnemonics are introduced to help a beginner remember the collection of conditions that constitute Pontryagin's Principle. In Chapter 3, several examples are worked out in detail to illustrate a step-by-step process in applying Pontryagin's Principle. Included in this example is Kalman's linear-quadratic optimal control problem. In Chapter 4, a large number of problems from applied mathematics to management science are solved to illustrate how Pontryagin's Principle is used across the disciplines. Included in this chapter are test problems and solutions. The style of the book is easygoing and engaging. The classical calculus of variations is an unnecessary prerequisite for understanding optimal control theory. Ross uses original references to weave an entertaining historical account of various events. Students, particularly beginners, will embark on a minimum-time trajectory to applying Pontryagin's Principle.


Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control

Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control

Author: Boris S. Mordukhovich

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 256

ISBN-13: 1461384893

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This IMA Volume in Mathematics and its Applications NONSMOOTH ANALYSIS AND GEOMETRIC METHODS IN DETERMINISTIC OPTIMAL CONTROL is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory. " The purpose of this workshop was to concentrate on powerful mathematical techniques that have been de veloped in deterministic optimal control theory after the basic foundations of the theory (existence theorems, maximum principle, dynamic program ming, sufficiency theorems for sufficiently smooth fields of extremals) were laid out in the 1960s. These advanced techniques make it possible to derive much more detailed information about the structure of solutions than could be obtained in the past, and they support new algorithmic approaches to the calculation of such solutions. We thank Boris S. Mordukhovich and Hector J. Sussmann for organiz ing the workshop and editing the proceedings. We also take this oppor tunity to thank the National Science Foundation and the Army Research Office, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr. v PREFACE This volume contains the proceedings of the workshop on Nonsmooth Analysis and Geometric Methods in Deterministic Optimal Control held at the Institute for Mathematics and its Applications on February 8-17, 1993 during a special year devoted to Control Theory and its Applications. The workshop-whose organizing committee consisted of V. J urdjevic, B. S. Mordukhovich, R. T. Rockafellar, and H. J.


Optimal Control, Stabilization and Nonsmooth Analysis

Optimal Control, Stabilization and Nonsmooth Analysis

Author: Marcio S. de Queiroz

Publisher: Springer Science & Business Media

Published: 2004-04-20

Total Pages: 380

ISBN-13: 9783540213307

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This edited book contains selected papers presented at the Louisiana Conference on Mathematical Control Theory (MCT'03), which brought together over 35 prominent world experts in mathematical control theory and its applications. The book forms a well-integrated exploration of those areas of mathematical control theory in which nonsmooth analysis is having a major impact. These include necessary and sufficient conditions in optimal control, Lyapunov characterizations of stability, input-to-state stability, the construction of feedback mechanisms, viscosity solutions of Hamilton-Jacobi equations, invariance, approximation theory, impulsive systems, computational issues for nonlinear systems, and other topics of interest to mathematicians and control engineers. The book has a strong interdisciplinary component and was designed to facilitate the interaction between leading mathematical experts in nonsmooth analysis and engineers who are increasingly using nonsmooth analytic tools.


Optimization and Nonsmooth Analysis

Optimization and Nonsmooth Analysis

Author: Frank H. Clarke

Publisher: SIAM

Published: 1990-01-01

Total Pages: 317

ISBN-13: 0898712564

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Mathematical Reviews said of this book that it was 'destined to become a classical reference.' This book has appeared in Russian translation and has been praised both for its lively exposition and its fundamental contributions. The author first develops a general theory of nonsmooth analysis and geometry which, together with a set of associated techniques, has had a profound effect on several branches of analysis and optimization. Clarke then applies these methods to obtain a powerful, unified approach to the analysis of problems in optimal control and mathematical programming. Examples are drawn from economics, engineering, mathematical physics, and various branches of analysis in this reprint volume.


Optimal Control

Optimal Control

Author: Richard Vinter

Publisher: Springer Science & Business Media

Published: 2010-06-25

Total Pages: 523

ISBN-13: 0817680861

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“Each chapter contains a well-written introduction and notes. They include the author's deep insights on the subject matter and provide historical comments and guidance to related literature. This book may well become an important milestone in the literature of optimal control." —Mathematical Reviews “Thanks to a great effort to be self-contained, [this book] renders accessibly the subject to a wide audience. Therefore, it is recommended to all researchers and professionals interested in Optimal Control and its engineering and economic applications. It can serve as an excellent textbook for graduate courses in Optimal Control (with special emphasis on Nonsmooth Analysis)." —Automatica