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Author: Panos M. Pardalos
Publisher: World Scientific
Published: 2003
Total Pages: 380
ISBN-13: 9812385975
DOWNLOAD EBOOK →This volume gives the latest advances in optimization and optimal control which are the main part of applied mathematics. It covers various topics of optimization, optimal control and operations research.
Author: Morton I. Kamien
Publisher: Courier Corporation
Published: 2013-04-17
Total Pages: 402
ISBN-13: 0486310280
DOWNLOAD EBOOK →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.
Author: Daniel Léonard
Publisher: Cambridge University Press
Published: 1992-01-31
Total Pages: 372
ISBN-13: 9780521337465
DOWNLOAD EBOOK →Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.
Author: Liqun Qi
Publisher: Springer Science & Business Media
Published: 2005-03-04
Total Pages: 618
ISBN-13: 9780387242545
DOWNLOAD EBOOK →This book contains refereed papers which were presented at the 34th Workshop of the International School of Mathematics "G. Stampacchia,” the International Workshop on Optimization and Control with Applications. The book contains 28 papers that are grouped according to four broad topics: duality and optimality conditions, optimization algorithms, optimal control, and variational inequality and equilibrium problems. The specific topics covered in the individual chapters include optimal control, unconstrained and constrained optimization, complementarity and variational inequalities, equilibrium problems, semi-definite programs, semi-infinite programs, matrix functions and equations, nonsmooth optimization, generalized convexity and generalized monotinicity, and their applications. Audience This book is suitable for researchers, practitioners, and postgraduate students in optimization, operations research, and optimal control.
Author: A. E. Bryson
Publisher: Routledge
Published: 2018-05-04
Total Pages: 496
ISBN-13: 1351465929
DOWNLOAD EBOOK →This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it ""a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.
Author: Donald E. Kirk
Publisher: Courier Corporation
Published: 2012-04-26
Total Pages: 466
ISBN-13: 0486135071
DOWNLOAD EBOOK →Upper-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.
Author: J Gregory
Publisher: CRC Press
Published: 2018-01-18
Total Pages: 242
ISBN-13: 1351087762
DOWNLOAD EBOOK →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.
Author: Altannar Chinchuluun
Publisher: Springer Science & Business Media
Published: 2010-07-07
Total Pages: 508
ISBN-13: 0387894950
DOWNLOAD EBOOK →Optimization and optimal control are the main tools in decision making. Because of their numerous applications in various disciplines, research in these areas is accelerating at a rapid pace. “Optimization and Optimal Control: Theory and Applications” brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems. This volume can serve as a useful resource for researchers, practitioners, and advanced graduate students of mathematics and engineering working in research areas where results in optimization and optimal control can be applied.
Author: John T. Betts
Publisher: SIAM
Published: 2010-01-01
Total Pages: 442
ISBN-13: 0898716888
DOWNLOAD EBOOK →A focused presentation of how sparse optimization methods can be used to solve optimal control and estimation problems.
Author: Fredi Tröltzsch
Publisher: American Mathematical Society
Published: 2024-03-21
Total Pages: 417
ISBN-13: 1470476444
DOWNLOAD EBOOK →Optimal control theory is concerned with finding control functions that minimize cost functions for systems described by differential equations. The methods have found widespread applications in aeronautics, mechanical engineering, the life sciences, and many other disciplines. This book focuses on optimal control problems where the state equation is an elliptic or parabolic partial differential equation. Included are topics such as the existence of optimal solutions, necessary optimality conditions and adjoint equations, second-order sufficient conditions, and main principles of selected numerical techniques. It also contains a survey on the Karush-Kuhn-Tucker theory of nonlinear programming in Banach spaces. The exposition begins with control problems with linear equations, quadratic cost functions and control constraints. To make the book self-contained, basic facts on weak solutions of elliptic and parabolic equations are introduced. Principles of functional analysis are introduced and explained as they are needed. Many simple examples illustrate the theory and its hidden difficulties. This start to the book makes it fairly self-contained and suitable for advanced undergraduates or beginning graduate students. Advanced control problems for nonlinear partial differential equations are also discussed. As prerequisites, results on boundedness and continuity of solutions to semilinear elliptic and parabolic equations are addressed. These topics are not yet readily available in books on PDEs, making the exposition also interesting for researchers. Alongside the main theme of the analysis of problems of optimal control, Tröltzsch also discusses numerical techniques. The exposition is confined to brief introductions into the basic ideas in order to give the reader an impression of how the theory can be realized numerically. After reading this book, the reader will be familiar with the main principles of the numerical analysis of PDE-constrained optimization.
