Theory of Optimal Search

Theory of Optimal Search PDF

Author:

Publisher: Elsevier

Published: 1976-01-20

Total Pages: 322

ISBN-13: 9780080956275

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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

Theory of Optimal Designs

Theory of Optimal Designs PDF

Author: Kirti R. Shah

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 179

ISBN-13: 1461236622

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There has been an enormous growth in recent years in the literature on discrete optimal designs. The optimality problems have been formulated in various models arising in the experimental designs and substantial progress has been made towards solving some of these. The subject has now reached a stage of completeness which calls for a self-contained monograph on this topic. The aim of this monograph is to present the state of the art and to focus on more recent advances in this rapidly developing area. We start with a discussion of statistical optimality criteria in Chapter One. Chapters Two and Three deal with optimal block designs. Row-column designs are dealt with in Chapter Four. In Chapter Five we deal with optimal designs with mixed effects models. Repeated measurement designs are considered in Chapter Six. Chapter Seven deals with some special situations and Weighing designs are dis cussed in Chapter Eight. We have endeavoured to include all the major developments that have taken place in the last three decades. The book should be of use to research workers in several areas including combinatorics as well as to the experimenters in diverse fields of applications. Since the details of the construction of the designs are available in excellent books, we have only pointed out the designs which have optimality proper ties. We believe, this will be adequate for the experimenters.

Optimal Control Theory

Optimal Control Theory PDF

Author: Donald E. Kirk

Publisher: Courier Corporation

Published: 2012-04-26

Total Pages: 466

ISBN-13: 0486135071

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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.

Elements of the General Theory of Optimal Algorithms

Elements of the General Theory of Optimal Algorithms PDF

Author: Ivan V. Sergienko

Publisher: Springer

Published: 2022-02-17

Total Pages: 378

ISBN-13: 9783030909062

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In this monograph, the authors develop a methodology that allows one to construct and substantiate optimal and suboptimal algorithms to solve problems in computational and applied mathematics. Throughout the book, the authors explore well-known and proposed algorithms with a view toward analyzing their quality and the range of their efficiency. The concept of the approach taken is based on several theories (of computations, of optimal algorithms, of interpolation, interlination, and interflatation of functions, to name several). Theoretical principles and practical aspects of testing the quality of algorithms and applied software, are a major component of the exposition. The computer technology in construction of T-efficient algorithms for computing ε-solutions to problems of computational and applied mathematics, is also explored. The readership for this monograph is aimed at scientists, postgraduate students, advanced students, and specialists dealing with issues of developing algorithmic and software support for the solution of problems of computational and applied mathematics.

The Theory of Search Games and Rendezvous

The Theory of Search Games and Rendezvous PDF

Author: Steve Alpern

Publisher: Springer Science & Business Media

Published: 2006-04-10

Total Pages: 316

ISBN-13: 0306482126

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Search Theory is one of the original disciplines within the field of Operations Research. It deals with the problem faced by a Searcher who wishes to minimize the time required to find a hidden object, or “target. ” The Searcher chooses a path in the “search space” and finds the target when he is sufficiently close to it. Traditionally, the target is assumed to have no motives of its own regarding when it is found; it is simply stationary and hidden according to a known distribution (e. g. , oil), or its motion is determined stochastically by known rules (e. g. , a fox in a forest). The problems dealt with in this book assume, on the contrary, that the “target” is an independent player of equal status to the Searcher, who cares about when he is found. We consider two possible motives of the target, and divide the book accordingly. Book I considers the zero-sum game that results when the target (here called the Hider) does not want to be found. Such problems have been called Search Games (with the “ze- sum” qualifier understood). Book II considers the opposite motive of the target, namely, that he wants to be found. In this case the Searcher and the Hider can be thought of as a team of agents (simply called Player I and Player II) with identical aims, and the coordination problem they jointly face is called the Rendezvous Search Problem.

Search Theory and Applications

Search Theory and Applications PDF

Author: K. Haley

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 274

ISBN-13: 1461591880

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The NATO Advanced Research Institute on Search Theory and Appli cations was held at the Hotel Algarve in Praia Da Rocha, Portugal, from March 26 through March 30, 1979, and was sponsored by the NATO Special Programme Panel on Systems Science. There were forty-one participants representing a wide range of backgrounds and interests. The purpose of the institute was to bring together people working in search theory and applications with potential users of search techniques to stimulate the increased application of recent ly developed search technology to civilian problems such as search and rescue, mineral exploration, surveillance, and fishing. Con versely, it was felt that by exposing search analysts to potential applications and new problems, they would be stimulated to develop new techniques for these applications and problems. The exchange of ideas and problems necessary to accomplish these goals was provided in the meeting workshops. There were three workshops, Search and Rescue, Exploration, and Surveillance and Fishing, each consisting of a small group of search analysts and potential users working together to define areas in which search theory and technology can be applied and to outline plans for im plementation. At the end of the conference, each working group submitted a report outlining possible areas of search applications and discussing problems which needed to be solved in order to im plement these applications.

Optimal Control Theory

Optimal Control Theory PDF

Author: L.D. Berkovitz

Publisher: Springer Science & Business Media

Published: 2013-03-14

Total Pages: 315

ISBN-13: 1475760973

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This book is an introduction to the mathematical theory of optimal control of processes governed by ordinary differential eq- tions. It is intended for students and professionals in mathematics and in areas of application who want a broad, yet relatively deep, concise and coherent introduction to the subject and to its relati- ship with applications. In order to accommodate a range of mathema- cal interests and backgrounds among readers, the material is arranged so that the more advanced mathematical sections can be omitted wi- out loss of continuity. For readers primarily interested in appli- tions a recommended minimum course consists of Chapter I, the sections of Chapters II, III, and IV so recommended in the introductory sec tions of those chapters, and all of Chapter V. The introductory sec tion of each chapter should further guide the individual reader toward material that is of interest to him. A reader who has had a good course in advanced calculus should be able to understand the defini tions and statements of the theorems and should be able to follow a substantial portion of the mathematical development. The entire book can be read by someone familiar with the basic aspects of Lebesque integration and functional analysis. For the reader who wishes to find out more about applications we recommend references [2], [13], [33], [35], and [50], of the Bibliography at the end of the book.

Optimal Search for Moving Targets

Optimal Search for Moving Targets PDF

Author: Lawrence D. Stone

Publisher: Springer

Published: 2016-04-06

Total Pages: 211

ISBN-13: 3319268996

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This book begins with a review of basic results in optimal search for a stationary target. It then develops the theory of optimal search for a moving target, providing algorithms for computing optimal plans and examples of their use. Next it develops methods for computing optimal search plans involving multiple targets and multiple searchers with realistic operational constraints on search movement. These results assume that the target does not react to the search. In the final chapter there is a brief overview of mostly military problems where the target tries to avoid being found as well as rescue or rendezvous problems where the target and the searcher cooperate. Larry Stone wrote his definitive book Theory of Optimal Search in 1975, dealing almost exclusively with the stationary target search problem. Since then the theory has advanced to encompass search for targets that move even as the search proceeds, and computers have developed sufficient capability to employ the improved theory. In this book, Stone joins Royset and Washburn to document and explain this expanded theory of search. The problem of how to search for moving targets arises every day in military, rescue, law enforcement, and border patrol operations.

Principles of Optimal Control Theory

Principles of Optimal Control Theory PDF

Author: R. Gamkrelidze

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 180

ISBN-13: 1468473980

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In the late 1950's, the group of Soviet mathematicians consisting of L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mishchenko made fundamental contributions to optimal control theory. Much of their work was collected in their monograph, The Mathematical Theory of Optimal Processes. Subsequently, Professor Gamkrelidze made further important contributions to the theory of necessary conditions for problems of optimal control and general optimization problems. In the present monograph, Professor Gamkrelidze presents his current view of the fundamentals of optimal control theory. It is intended for use in a one-semester graduate course or advanced undergraduate course. We are now making these ideas available in English to all those interested in optimal control theory. West Lafayette, Indiana, USA Leonard D. Berkovitz Translation Editor Vll Preface This book is based on lectures I gave at the Tbilisi State University during the fall of 1974. It contains, in essence, the principles of general control theory and proofs of the maximum principle and basic existence theorems of optimal control theory. Although the proofs of the basic theorems presented here are far from being the shortest, I think they are fully justified from the conceptual view point. In any case, the notions we introduce and the methods developed have one unquestionable advantage -they are constantly used throughout control theory, and not only for the proofs of the theorems presented in this book.

A Primer on the Calculus of Variations and Optimal Control Theory

A Primer on the Calculus of Variations and Optimal Control Theory PDF

Author: Mike Mesterton-Gibbons

Publisher: American Mathematical Soc.

Published: 2009

Total Pages: 274

ISBN-13: 0821847724

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The calculus of variations is used to find functions that optimize quantities expressed in terms of integrals. Optimal control theory seeks to find functions that minimize cost integrals for systems described by differential equations. This book is an introduction to both the classical theory of the calculus of variations and the more modern developments of optimal control theory from the perspective of an applied mathematician. It focuses on understanding concepts and how to apply them. The range of potential applications is broad: the calculus of variations and optimal control theory have been widely used in numerous ways in biology, criminology, economics, engineering, finance, management science, and physics. Applications described in this book include cancer chemotherapy, navigational control, and renewable resource harvesting. The prerequisites for the book are modest: the standard calculus sequence, a first course on ordinary differential equations, and some facility with the use of mathematical software. It is suitable for an undergraduate or beginning graduate course, or for self study. It provides excellent preparation for more advanced books and courses on the calculus of variations and optimal control theory.