Applied Dynamic Programming For Optimization Of Dynamical Systems
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| Author | : Rush D. Robinett III |
| Publisher | : SIAM |
| Total Pages | : 278 |
| Release | : 2005-01-01 |
| Genre | : Mathematics |
| ISBN | : 9780898718676 |
Based on the results of over 10 years of research and development by the authors, this book presents a broad cross section of dynamic programming (DP) techniques applied to the optimization of dynamical systems. The main goal of the research effort was to develop a robust path planning/trajectory optimization tool that did not require an initial guess. The goal was partially met with a combination of DP and homotopy algorithms. DP algorithms are presented here with a theoretical development, and their successful application to variety of practical engineering problems is emphasized.
| Author | : Richard E. Bellman |
| Publisher | : Princeton University Press |
| Total Pages | : 389 |
| Release | : 2015-12-08 |
| Genre | : Computers |
| ISBN | : 1400874653 |
This comprehensive study of dynamic programming applied to numerical solution of optimization problems. It will interest aerodynamic, control, and industrial engineers, numerical analysts, and computer specialists, applied mathematicians, economists, and operations and systems analysts. Originally published in 1962. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
| Author | : Uwe Helmke |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 409 |
| Release | : 2012-12-06 |
| Genre | : Technology & Engineering |
| ISBN | : 1447134672 |
This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys tems, signal processing, and linear algebra. The motivation for the results developed here arises from advanced engineering applications and the emer gence of highly parallel computing machines for tackling such applications. The problems solved are those of linear algebra and linear systems the ory, and include such topics as diagonalizing a symmetric matrix, singular value decomposition, balanced realizations, linear programming, sensitivity minimization, and eigenvalue assignment by feedback control. The tools are those, not only of linear algebra and systems theory, but also of differential geometry. The problems are solved via dynamical sys tems implementation, either in continuous time or discrete time , which is ideally suited to distributed parallel processing. The problems tackled are indirectly or directly concerned with dynamical systems themselves, so there is feedback in that dynamical systems are used to understand and optimize dynamical systems. One key to the new research results has been the recent discovery of rather deep existence and uniqueness results for the solution of certain matrix least squares optimization problems in geomet ric invariant theory. These problems, as well as many other optimization problems arising in linear algebra and systems theory, do not always admit solutions which can be found by algebraic methods.
| Author | : Alain Bensoussan |
| Publisher | : Springer |
| Total Pages | : 552 |
| Release | : 2018-05-23 |
| Genre | : Mathematics |
| ISBN | : 3319754564 |
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theory and mathematical finance, as well as differential games. The book is self-contained and prioritizes concepts rather than full rigor, targeting scientists who want to use control theory in their research in applied mathematics, engineering, economics, and management science. Examples and exercises are included throughout, which will be useful for PhD courses and graduate courses in general. Dr. Alain Bensoussan is Lars Magnus Ericsson Chair at UT Dallas and Director of the International Center for Decision and Risk Analysis which develops risk management research as it pertains to large-investment industrial projects that involve new technologies, applications and markets. He is also Chair Professor at City University Hong Kong.
| Author | : Athanasios C. Antoulas |
| Publisher | : SIAM |
| Total Pages | : 489 |
| Release | : 2009-06-25 |
| Genre | : Mathematics |
| ISBN | : 0898716586 |
Mathematical models are used to simulate, and sometimes control, the behavior of physical and artificial processes such as the weather and very large-scale integration (VLSI) circuits. The increasing need for accuracy has led to the development of highly complex models. However, in the presence of limited computational accuracy and storage capabilities model reduction (system approximation) is often necessary. Approximation of Large-Scale Dynamical Systems provides a comprehensive picture of model reduction, combining system theory with numerical linear algebra and computational considerations. It addresses the issue of model reduction and the resulting trade-offs between accuracy and complexity. Special attention is given to numerical aspects, simulation questions, and practical applications.
| Author | : Floyd B. Hanson |
| Publisher | : SIAM |
| Total Pages | : 461 |
| Release | : 2007-11-22 |
| Genre | : Mathematics |
| ISBN | : 0898716330 |
A practical, entry-level text integrating the basic principles of applied mathematics and probability, and computational science.
| Author | : Lorenz T. Biegler |
| Publisher | : SIAM |
| Total Pages | : 411 |
| Release | : 2010-01-01 |
| Genre | : Science |
| ISBN | : 0898719380 |
This book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.
| Author | : John T. Betts |
| Publisher | : SIAM |
| Total Pages | : 442 |
| Release | : 2010-01-01 |
| Genre | : Mathematics |
| ISBN | : 0898716888 |
A focused presentation of how sparse optimization methods can be used to solve optimal control and estimation problems.
| Author | : Anshu Narang-Siddarth |
| Publisher | : SIAM |
| Total Pages | : 231 |
| Release | : 2014-01-01 |
| Genre | : Mathematics |
| ISBN | : 1611973341 |
This book introduces key concepts for systematically controlling engineering systems that possess interacting phenomena occurring at widely different speeds. The aim is to present the reader with control techniques that extend the benefits of model reduction of singular perturbation theory to a larger class of nonlinear dynamical systems. New results and relevant background are presented through insightful examples that cover a wide range of applications from different branches of engineering. This book is unique because it: presents a new perspective on existing control methods and thus broadens their application to a larger class of nonlinear dynamical systems; discusses general rather than problem-specific developments to certain applications or disciplines in order to provide control engineers with useful analytical tools ; addresses new control problems using singular perturbation methods, including closed-form results for control of nonminimum phase systems.
| Author | : Wim Michiels |
| Publisher | : SIAM |
| Total Pages | : 443 |
| Release | : 2014-12-11 |
| Genre | : Mathematics |
| ISBN | : 1611973635 |
Time delays are important components of many systems in, for instance, engineering, physics, economics, and the life sciences, because the transfer of material, energy, and information is usually not instantaneous. Time delays may appear as computation and communication lags, they model transport phenomena and heredity, and they arise as feedback delays in control loops. This monograph addresses the problem of stability analysis, stabilization, and robust fixed-order control of dynamical systems subject to delays, including both retarded- and neutral-type systems. Within the eigenvalue-based framework, an overall solution is given to the stability analysis, stabilization, and robust control design problem, using both analytical methods and numerical algorithms and applicable to a broad class of linear time-delay systems. In this revised edition, the authors make the leap from stabilization to the design of robust and optimal controllers and from retarded-type to neutral-type delay systems, thus enlarging the scope of the book within control; include new, state-of-the-art material on numerical methods and algorithms to broaden the book?s focus and to reach additional research communities, in particular numerical linear algebra and numerical optimization; and increase the number and range of applications to better illustrate the effectiveness and generality of their approach.
