Turnpike Theory of Continuous-Time Linear Optimal Control Problems

Turnpike Theory of Continuous-Time Linear Optimal Control Problems

Author: Alexander J. Zaslavski

Publisher: Springer

Published: 2015-07-01

Total Pages: 300

ISBN-13: 3319191411

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Individual turnpike results are of great interest due to their numerous applications in engineering and in economic theory; in this book the study is focused on new results of turnpike phenomenon in linear optimal control problems. The book is intended for engineers as well as for mathematicians interested in the calculus of variations, optimal control and in applied functional analysis. Two large classes of problems are studied in more depth. The first class studied in Chapter 2 consists of linear control problems with periodic nonsmooth convex integrands. Chapters 3-5 consist of linear control problems with autonomous convex smooth integrands. Chapter 6 discusses a turnpike property for dynamic zero-sum games with linear constraints. Chapter 7 examines genericity results. In Chapter 8, the description of structure of variational problems with extended-valued integrands is obtained. Chapter 9 ends the exposition with a study of turnpike phenomenon for dynamic games with extended value integrands.


The Riccati Equation

The Riccati Equation

Author: Sergio Bittanti

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 346

ISBN-13: 3642582230

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Conceived by Count Jacopo Francesco Riccati more than a quarter of a millennium ago, the Riccati equation has been widely studied in the subsequent centuries. Since its introduction in control theory in the sixties, the matrix Riccati equation has known an impressive range of applications, such as optimal control, H? optimization and robust stabilization, stochastic realization, synthesis of linear passive networks, to name but a few. This book consists of 11 chapters surveying the main concepts and results related to the matrix Riccati equation, both in continuous and discrete time. Theory, applications and numerical algorithms are extensively presented in an expository way. As a foreword, the history and prehistory of the Riccati equation is concisely presented.


Equadiff 99 (In 2 Volumes) - Proceedings Of The International Conference On Differential Equations

Equadiff 99 (In 2 Volumes) - Proceedings Of The International Conference On Differential Equations

Author: Bernold Fiedler

Publisher: World Scientific

Published: 2000-09-05

Total Pages: 838

ISBN-13: 9814522163

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This book is a compilation of high quality papers focussing on five major areas of active development in the wide field of differential equations: dynamical systems, infinite dimensions, global attractors and stability, computational aspects, and applications. It is a valuable reference for researchers in diverse disciplines, ranging from mathematics through physics, engineering, chemistry, nonlinear science to the life sciences.


Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems

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

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The 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.


Modern Predictive Control

Modern Predictive Control

Author: Ding Baocang

Publisher: CRC Press

Published: 2018-10-03

Total Pages: 214

ISBN-13: 1439859671

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Modern Predictive Control explains how MPC differs from other control methods in its implementation of a control action. Most importantly, MPC provides the flexibility to act while optimizing—which is essential to the solution of many engineering problems in complex plants, where exact modeling is impossible. The superiority of MPC is in its numerical solution. Usually, MPC is employed to solve a finite-horizon optimal control problem at each sampling instant and obtain control actions for both the present time and a future period. However, only the current control move is applied to the plant. This complete, step-by-step exploration of various approaches to MPC: Introduces basic concepts of systems, modeling, and predictive control, detailing development from classical MPC to synthesis approaches Explores use of Model Algorithmic Control (MAC), Dynamic Matrix Control (DMC), Generalized Predictive Control (GPC), and Two-Step Model Predictive Control Identifies important general approaches to synthesis Discusses open-loop and closed-loop optimization in synthesis approaches Covers output feedback synthesis approaches with and without a finite switching horizon This book gives researchers a variety of models for use with one- and two-step control. The author clearly explains the variations between predictive control methods—and the root of these differences—to illustrate that there is no one ideal MPC and that one should remain open to selecting the best possible model in each unique circumstance.


Turnpike Conditions in Infinite Dimensional Optimal Control

Turnpike Conditions in Infinite Dimensional Optimal Control

Author: Alexander J. Zaslavski

Publisher: Springer

Published: 2019-07-23

Total Pages: 578

ISBN-13: 3030201783

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This book provides a comprehensive study of turnpike phenomenon arising in optimal control theory. The focus is on individual (non-generic) turnpike results which are both mathematically significant and have numerous applications in engineering and economic theory. All results obtained in the book are new. New approaches, techniques, and methods are rigorously presented and utilize research from finite-dimensional variational problems and discrete-time optimal control problems to find the necessary conditions for the turnpike phenomenon in infinite dimensional spaces. The semigroup approach is employed in the discussion as well as PDE descriptions of continuous-time dynamics. The main results on sufficient and necessary conditions for the turnpike property are completely proved and the numerous illustrative examples support the material for the broad spectrum of experts. Mathematicians interested in the calculus of variations, optimal control and in applied functional analysis will find this book a useful guide to the turnpike phenomenon in infinite dimensional spaces. Experts in economic and engineering modeling as well as graduate students will also benefit from the developed techniques and obtained results.


International Conference on Differential Equations, Berlin, Germany, 1-7 August, 1999

International Conference on Differential Equations, Berlin, Germany, 1-7 August, 1999

Author: Bernold Fiedler

Publisher: World Scientific

Published: 2000

Total Pages: 846

ISBN-13: 9789810249885

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This book is a compilation of high quality papers focussing on five major areas of active development in the wide field of differential equations: dynamical systems, infinite dimensions, global attractors and stability, computational aspects, and applications. It is a valuable reference for researchers in diverse disciplines, ranging from mathematics through physics, engineering, chemistry, nonlinear science to the life sciences


Discrete-Time Optimal Control and Games on Large Intervals

Discrete-Time Optimal Control and Games on Large Intervals

Author: Alexander J. Zaslavski

Publisher: Springer

Published: 2017-04-03

Total Pages: 402

ISBN-13: 3319529323

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Devoted to the structure of approximate solutions of discrete-time optimal control problems and approximate solutions of dynamic discrete-time two-player zero-sum games, this book presents results on properties of approximate solutions in an interval that is independent lengthwise, for all sufficiently large intervals. Results concerning the so-called turnpike property of optimal control problems and zero-sum games in the regions close to the endpoints of the time intervals are the main focus of this book. The description of the structure of approximate solutions on sufficiently large intervals and its stability will interest graduate students and mathematicians in optimal control and game theory, engineering, and economics. This book begins with a brief overview and moves on to analyze the structure of approximate solutions of autonomous nonconcave discrete-time optimal control Lagrange problems.Next the structures of approximate solutions of autonomous discrete-time optimal control problems that are discrete-time analogs of Bolza problems in calculus of variations are studied. The structures of approximate solutions of two-player zero-sum games are analyzed through standard convexity-concavity assumptions. Finally, turnpike properties for approximate solutions in a class of nonautonomic dynamic discrete-time games with convexity-concavity assumptions are examined.