Elements of Dynamic Optimization
Author: Alpha C. Chiang
Publisher:
Published: 2000
Total Pages: 0
ISBN-13: 9781577660965
DOWNLOAD EBOOKINTRODUCTION 1.
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Dynamic Optimization, Second Edition
Author: Morton I. Kamien
Publisher: Courier Corporation
Published: 2013-04-17
Total Pages: 402
ISBN-13: 0486310280
DOWNLOAD EBOOKSince 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.
Principles of Dynamic Optimization
Author: Piernicola Bettiol
Publisher: Springer Nature
Published:
Total Pages: 789
ISBN-13: 303150089X
DOWNLOAD EBOOKNumerical Methods and Optimization
Author: Jean-Pierre Corriou
Publisher: Springer Nature
Published: 2022-01-04
Total Pages: 730
ISBN-13: 3030893669
DOWNLOAD EBOOKThis text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in calculus and linear algebra are the only mathematical requirements. The abundance of advanced methods and practical applications will be attractive to scientists and researchers working in different branches of engineering. The reader is progressively introduced to general numerical methods and optimization algorithms in each chapter. Examples accompany the various methods and guide the students to a better understanding of the applications. The user is often provided with the opportunity to verify their results with complex programming code. Each chapter ends with graduated exercises which furnish the student with new cases to study as well as ideas for exam/homework problems for the instructor. A set of programs made in MatlabTM is available on the author’s personal website and presents both numerical and optimization methods.
A First Course in Optimization Theory
Author: Rangarajan K. Sundaram
Publisher: Cambridge University Press
Published: 1996-06-13
Total Pages: 335
ISBN-13: 1139643150
DOWNLOAD EBOOKThis book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students. 'Cookbook' procedures are accompanied by a discussion of when such methods are guaranteed to be successful, and, equally importantly, when they could fail. Each result in the main body of the text is also accompanied by a complete proof. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.
Dynamic Programming and the Calculus of Variations
Author: Dreyfus
Publisher: Academic Press
Published: 1965-01-01
Total Pages: 271
ISBN-13: 0080955274
DOWNLOAD EBOOKDynamic Programming and the Calculus of Variations
Optimization Theory with Applications
Author: Donald A. Pierre
Publisher: Courier Corporation
Published: 2012-07-12
Total Pages: 644
ISBN-13: 0486136957
DOWNLOAD EBOOKBroad-spectrum approach to important topic. Explores the classic theory of minima and maxima, classical calculus of variations, simplex technique and linear programming, optimality and dynamic programming, more. 1969 edition.
Optimal Control Theory
Author: Donald E. Kirk
Publisher: Courier Corporation
Published: 2012-04-26
Total Pages: 466
ISBN-13: 0486135071
DOWNLOAD EBOOKUpper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.
From Shortest Paths to Reinforcement Learning
Author: Paolo Brandimarte
Publisher: Springer Nature
Published: 2021-01-11
Total Pages: 216
ISBN-13: 3030618676
DOWNLOAD EBOOKDynamic programming (DP) has a relevant history as a powerful and flexible optimization principle, but has a bad reputation as a computationally impractical tool. This book fills a gap between the statement of DP principles and their actual software implementation. Using MATLAB throughout, this tutorial gently gets the reader acquainted with DP and its potential applications, offering the possibility of actual experimentation and hands-on experience. The book assumes basic familiarity with probability and optimization, and is suitable to both practitioners and graduate students in engineering, applied mathematics, management, finance and economics.
Applied Dynamic Programming for Optimization of Dynamical Systems
Author: Rush D. Robinett III
Publisher: SIAM
Published: 2005-01-01
Total Pages: 278
ISBN-13: 9780898718676
DOWNLOAD EBOOKBased on the results of over 10 years of research and development by the authors, this book presents a broad cross section of dynamic programming (DP) techniques applied to the optimization of dynamical systems. The main goal of the research effort was to develop a robust path planning/trajectory optimization tool that did not require an initial guess. The goal was partially met with a combination of DP and homotopy algorithms. DP algorithms are presented here with a theoretical development, and their successful application to variety of practical engineering problems is emphasized.
