Vladimir G. Boltyanski,
Alexander S. Poznyak
The Robust Maximum Principle
Theory and Applications
Gebonden Engels 2011 2012e druk 9780817681517
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
Covering some of the key areas of optimal control theory (OCT), a rapidly expanding field, the authors use new methods to set out a version of OCT’s more refined ‘maximum principle.’ The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games.
This book 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.
Specificaties
ISBN13:9780817681517
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:432
Uitgever:Birkhäuser Boston
Druk:2012
Hoofdrubriek:Automatisering algemeen, Computer en informatica
Lezersrecensies
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Inhoudsopgave
Preface.- Introduction.- I Topics of Classical Optimal Control.- 1 Maximum Principle.- 2 Dynamic Programming.- 3 Linear Quadratic Optimal Control.- 4 Time-Optimization Problem.- II Tent Method.- 5 Tent Method in Finite Dimensional Spaces.- 6 Extrenal Problems in Banach Space.- III Robust Maximum Principle for Deterministic Systems.- 7 Finite Collection of Dynamic Systems.- 8 Multi-Model Bolza and LQ-Problem.- 9 Linear Multi-Model Time-Optimization.- 10 A Measured Space as Uncertainty Set.- 11 Dynamic Programming for Robust Optimization.- 12 Min-Max Sliding Mode Control.- 13 Multimodel Differential Games.- IV Robust Maximum Principle for Stochastic Systems.- 14 Multi-Plant Robust Control.- 15 LQ-Stochastic Multi-Model Control.- 16 A Compact as Uncertainty Set.- References.- Index.
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