Download or read book Adjoints for Time dependent Optimal Control written by Jan Riehme and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Control and Estimation written by Robert F. Stengel and published by Courier Corporation. This book was released on 1994-09-20 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: "An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject." — Automatica. This highly regarded graduate-level text provides a comprehensive introduction to optimal control theory for stochastic systems, emphasizing application of its basic concepts to real problems. The first two chapters introduce optimal control and review the mathematics of control and estimation. Chapter 3 addresses optimal control of systems that may be nonlinear and time-varying, but whose inputs and parameters are known without error. Chapter 4 of the book presents methods for estimating the dynamic states of a system that is driven by uncertain forces and is observed with random measurement error. Chapter 5 discusses the general problem of stochastic optimal control, and the concluding chapter covers linear time-invariant systems. Robert F. Stengel is Professor of Mechanical and Aerospace Engineering at Princeton University, where he directs the Topical Program on Robotics and Intelligent Systems and the Laboratory for Control and Automation. He was a principal designer of the Project Apollo Lunar Module control system. "An excellent teaching book with many examples and worked problems which would be ideal for self-study or for use in the classroom. . . . The book also has a practical orientation and would be of considerable use to people applying these techniques in practice." — Short Book Reviews, Publication of the International Statistical Institute. "An excellent book which guides the reader through most of the important concepts and techniques. . . . A useful book for students (and their teachers) and for those practicing engineers who require a comprehensive reference to the subject." — Library Reviews, The Royal Aeronautical Society.
Download or read book Real time PDE constrained Optimization written by Lorenz T. Biegler and published by SIAM. This book was released on 2007-01-01 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs--and the requirement for rapid solution--pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Audience: readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in "offline" optimization contexts and are interested in moving to "online" optimization.
Download or read book Constrained Optimization and Optimal Control for Partial Differential Equations written by Günter Leugering and published by Springer Science & Business Media. This book was released on 2012-01-03 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.
Download or read book Advances in Automatic Differentiation written by Christian H. Bischof and published by Springer Science & Business Media. This book was released on 2008-08-17 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fifth International Conference on Automatic Differentiation held from August 11 to 15, 2008 in Bonn, Germany, is the most recent one in a series that began in Breckenridge, USA, in 1991 and continued in Santa Fe, USA, in 1996, Nice, France, in 2000 and Chicago, USA, in 2004. The 31 papers included in these proceedings re?ect the state of the art in automatic differentiation (AD) with respect to theory, applications, and tool development. Overall, 53 authors from institutions in 9 countries contributed, demonstrating the worldwide acceptance of AD technology in computational science. Recently it was shown that the problem underlying AD is indeed NP-hard, f- mally proving the inherently challenging nature of this technology. So, most likely, no deterministic “silver bullet” polynomial algorithm can be devised that delivers optimum performance for general codes. In this context, the exploitation of doma- speci?c structural information is a driving issue in advancing practical AD tool and algorithm development. This trend is prominently re?ected in many of the pub- cations in this volume, not only in a better understanding of the interplay of AD and certain mathematical paradigms, but in particular in the use of hierarchical AD approaches that judiciously employ general AD techniques in application-speci?c - gorithmic harnesses. In this context, the understanding of structures such as sparsity of derivatives, or generalizations of this concept like scarcity, plays a critical role, in particular for higher derivative computations.
Download or read book Optimal Control Theory written by Suresh P. Sethi and published by Springer Nature. This book was released on 2022-01-03 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new 4th edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It introduces students to the concept of the maximum principle in continuous (as well as discrete) time by combining dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations encountered in business and economics. It applies optimal control theory to the functional areas of management including finance, production and marketing, as well as the economics of growth and of natural resources. In addition, it features material on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. Exercises are included in each chapter, while the answers to selected exercises help deepen readers’ understanding of the material covered. Also included are appendices of supplementary material on the solution of differential equations, the calculus of variations and its ties to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as the foundation for the book, in which the author applies it to business management problems developed from his own research and classroom instruction. The new edition has been refined and updated, making it a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers interested in applying dynamic optimization in their fields.
Download or read book Combinatorial Scientific Computing written by Uwe Naumann and published by CRC Press. This book was released on 2012-01-25 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: Combinatorial Scientific Computing explores the latest research on creating algorithms and software tools to solve key combinatorial problems on large-scale high-performance computing architectures. It includes contributions from international researchers who are pioneers in designing software and applications for high-performance computing systems
Download or read book Optimal Control Applied to Biological Models written by Suzanne Lenhart and published by CRC Press. This book was released on 2007-05-07 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: From economics and business to the biological sciences to physics and engineering, professionals successfully use the powerful mathematical tool of optimal control to make management and strategy decisions. Optimal Control Applied to Biological Models thoroughly develops the mathematical aspects of optimal control theory and provides insight into t
Download or read book Optimal Control and Partial Differential Equations written by José Luis Menaldi and published by IOS Press. This book was released on 2001 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains more than sixty invited papers of international wellknown scientists in the fields where Alain Bensoussan's contributions have been particularly important: filtering and control of stochastic systems, variationnal problems, applications to economy and finance, numerical analysis... In particular, the extended texts of the lectures of Professors Jens Frehse, Hitashi Ishii, Jacques-Louis Lions, Sanjoy Mitter, Umberto Mosco, Bernt Oksendal, George Papanicolaou, A. Shiryaev, given in the Conference held in Paris on December 4th, 2000 in honor of Professor Alain Bensoussan are included.
Download or read book Optimal Control of Partial Differential Equations written by Andrea Manzoni and published by Springer Nature. This book was released on 2022-01-01 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a “hands-on” treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.
Download or read book Handbook of Numerical Analysis written by Philippe G. Ciarlet and published by Gulf Professional Publishing. This book was released on 1990 with total page 1187 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes following subjects: Solution of equations in Rn, Finite difference methods, Finite element methods, Techniques of scientific computing, Optimization theory and systems science, Numerical methods for fluids, Numerical methods for solids, Specific applications
Download or read book Perspectives in Flow Control and Optimization written by Max D. Gunzburger and published by SIAM. This book was released on 2003-01-01 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduces several approaches for solving flow control and optimization problems through the use of modern methods.
Download or read book Optimal Control written by Richard Vinter and published by Springer Science & Business Media. This book was released on 2000-05-19 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Each chapter contains a well-written introduction and notes. They include the author's deep insights on the subject matter and provide historical comments and guidance to related literature. This book may well become an important milestone in the literature of optimal control." —Mathematical Reviews “Thanks to a great effort to be self-contained, [this book] renders accessibly the subject to a wide audience. Therefore, it is recommended to all researchers and professionals interested in Optimal Control and its engineering and economic applications. It can serve as an excellent textbook for graduate courses in Optimal Control (with special emphasis on Nonsmooth Analysis)." —Automatica
Download or read book Optimal Control Theory and its Applications written by B. J. Kirby and published by Springer Science & Business Media. This book was released on 2013-03-08 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work (in two parts), Lecture Notes in Economics and Mathe matical Systems, Volume 105 and 106, constitutes the Proceedings of the Fourteenth Biennual Seminar of the Canadian Mathematical Congress, which was held from August 12 to August 25, 1973 at the University of Western Ontario, London, Ontario. The Canadian Mathematical Congress has held Biennual Seminars since 19~7, and these have covered a wide range of topics. The Seminar reported in this publication was concerned with "Optimal Control Theory and its Applications", a subject chosen for its active ~rowth and its wide implications for other fields. Both these aspects are exemplified in these Proceedings. Some lectures provided excellent surveys of particular fields whereas others concentrated on the presentation of new results. There were six distinguished Principal Lecturers: H.T. Banks, A.R. Dobell, H. Halkin, J.L. Lions, R.M. Thrall and W.M. Wonham, all of whom gave five to ten lectures during the two weeks of the Seminar. Except for Dr. Dobell's, these will all be found in Volume 105. Besides the Principal Lecturers there were three Guest Lecturers: M.C. Delfour, V. Jurdjevic and S.P. Sethi, who presented substantial bodies of material in two or three lectures and which are included in Volume 106. Many of the participants also spoke and reports of ~0st of these have also been included (Volume 106).
Download or read book Time dependent Methods for Quantum Dynamics written by Kenneth C. Kulander and published by North Holland. This book was released on 1991 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of articles clearly demonstrates that recent developments in time-dependent computational methods for quantum processes have resulted in significant contributions to the understanding of a remarkable broad spectrum of physical and chemical processes. These advances happened for two reasons. First, substantial improvements in the tools we use have occurred over the past decade and second there is a remarkable decrease in timescale over which observations of dynamical processes can be carried out. The papers presented here treat a wide variety of topics, including laser-induced dynamics by intense fields and short pulses, spectroscopy, tunneling, resonances, photodissociation, atomic collisions and gas-surface collisions, chemical reactions, molecular energy transfer, intramolecular relaxation, the influence of phase-space structure on quantum dynamics, nonadiabatic processes in condensed phases, systems in baths, nuclear collisions, fission, and fusion. The methods used in this issue include wave-packet propagation, Fourier transforms, time-dependent mean-field (SCF) methods, time-dependent correlation functions, path integrals, combined quantum/classical methods, hydrodynamic and fluid dynamical analogs, quantum statistical mechanics, perturbation theory, optical potentials and optimal control theory. This collection of time-dependent techniques is supplemented by a collection of 22 programs. Two of these are described in detail in the text. The programs are available in any desirable format and can be ordered by completing the coupon enclosed with the book.
Download or read book Multiple Shooting and Time Domain Decomposition Methods written by Thomas Carraro and published by Springer. This book was released on 2015-10-26 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a comprehensive collection of the most advanced numerical techniques for the efficient and effective solution of simulation and optimization problems governed by systems of time-dependent differential equations. The contributions present various approaches to time domain decomposition, focusing on multiple shooting and parareal algorithms. The range of topics covers theoretical analysis of the methods, as well as their algorithmic formulation and guidelines for practical implementation. Selected examples show that the discussed approaches are mandatory for the solution of challenging practical problems. The practicability and efficiency of the presented methods is illustrated by several case studies from fluid dynamics, data compression, image processing and computational biology, giving rise to possible new research topics. This volume, resulting from the workshop Multiple Shooting and Time Domain Decomposition Methods, held in Heidelberg in May 2013, will be of great interest to applied mathematicians, computer scientists and all scientists using mathematical methods.
Download or read book Control Theory for Physicists written by John Bechhoefer and published by Cambridge University Press. This book was released on 2021-04-01 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control theory, an interdisciplinary concept dealing with the behaviour of dynamical systems, is an important but often overlooked aspect of physics. This is the first broad and complete treatment of the topic tailored for physicists, one which goes from the basics right through to the most recent advances. Simple examples develop a deep understanding and intuition for the systematic principles of control theory, beyond the recipes given in standard engineering-focused texts. Up-to-date coverage of control of networks and complex systems, and a thorough discussion of the fundamental limits of control, including the limitations placed by causality, information theory, and thermodynamics are included. In addition it explores important recent advances in stochastic thermodynamics on the thermodynamic costs of information processing and control. For all students of physics interested in control theory, this classroom-tested, comprehensive approach to the topic with online solutions and further materials delivers both fundamental principles and current developments.
