The robust maximum principle : theory and applications
Both refining and extending previous publications by the authors, the material in this monograph has been class-tested in mathematical institutions throughout the world. Covering some of the key areas of optimal control theory (OCT) a rapidly expanding field that has developed to analyze the optimal...
Guardado en:
| Autores principales: | , |
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| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
Boston, MA :
Birkhäuser Boston
2012.
Cham : Springer Nature |
| Colección: | Systems & Control: Foundations & Applications
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| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The Robust Maximum Principle, Texte imprimé, 9780817681517 • The Robust Maximum Principle, Texte imprimé, 9780817681531 |
| Sumario: | Both refining and extending previous publications by the authors, the material in this monograph has been class-tested in mathematical institutions throughout the world. Covering some of the key areas of optimal control theory (OCT) a rapidly expanding field that has developed to analyze the optimal behavior of a constrained process over time the authors use new methods to set out a version of OCT s more refined maximum principle designed to solve the problem of constructing optimal control strategies for uncertain systems where some parameters are unknown. Referred to as a min-max problem, this type of difficulty occurs frequently when dealing with finite uncertain sets. The text begins with a standalone section that reviews classical optimal control theory, covering the principal topics of the maximum principle and dynamic programming and considering the important sub-problems of linear quadratic optimal control and time optimization. Moving on to examine the tent method in detail, the book then presents its core material, which is a more robust maximum principle for both deterministic and stochastic systems. The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. Key features and topics include: * A version of the tent method in Banach spaces * How to apply the tent method to a generalization of the Kuhn-Tucker Theorem as well as the Lagrange Principle for infinite-dimensional spaces * A detailed consideration of the min-max linear quadratic (LQ) control problem * The application of obtained results from dynamic programming derivations to multi-model sliding mode control and multi-model differential games * Two examples, dealing with production planning and reinsurance-dividend management, that illustrate the use of the robust maximum principle in stochastic systems Usingpowerful new tools in optimal control theory, The Robust Maximum Principle explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control. |
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| Notas: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9780817681524 |
| ISSN: | 2324-9757 |
| Acceso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |