Calculus of Variations and Optimal Control Theory

Calculus of Variations and Optimal Control Theory
Author: Daniel Liberzon
Publisher: Princeton University Press
Total Pages: 255
Release: 2012
Genre: Mathematics
ISBN: 0691151873

This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control

Lectures on the Calculus of Variations and Optimal Control Theory

Lectures on the Calculus of Variations and Optimal Control Theory
Author: Laurence Chisholm Young
Publisher: American Mathematical Soc.
Total Pages: 354
Release: 2000
Genre: Mathematics
ISBN: 9780821826904

This book is divided into two parts. The first addresses the simpler variational problems in parametric and nonparametric form. The second covers extensions to optimal control theory. The author opens with the study of three classical problems whose solutions led to the theory of calculus of variations. They are the problem of geodesics, the brachistochrone, and the minimal surface of revolution. He gives a detailed discussion of the Hamilton-Jacobi theory, both in the parametric and nonparametric forms. This leads to the development of sufficiency theories describing properties of minimizing extremal arcs. Next, the author addresses existence theorems. He first develops Hilbert's basic existence theorem for parametric problems and studies some of its consequences. Finally, he develops the theory of generalized curves and "automatic" existence theorems. In the second part of the book, the author discusses optimal control problems. He notes that originally these problems were formulated as problems of Lagrange and Mayer in terms of differential constraints. In the control formulation, these constraints are expressed in a more convenient form in terms of control functions. After pointing out the new phenomenon that may arise, namely, the lack of controllability, the author develops the maximum principle and illustrates this principle by standard examples that show the switching phenomena that may occur. He extends the theory of geodesic coverings to optimal control problems. Finally, he extends the problem to generalized optimal control problems and obtains the corresponding existence theorems.

Introduction To The Calculus of Variations And Its Applications

Introduction To The Calculus of Variations And Its Applications
Author: Frederic Wan
Publisher: Routledge
Total Pages: 640
Release: 2017-10-19
Genre: Mathematics
ISBN: 135143652X

This comprehensive text provides all information necessary for an introductory course on the calculus of variations and optimal control theory. Following a thorough discussion of the basic problem, including sufficient conditions for optimality, the theory and techniques are extended to problems with a free end point, a free boundary, auxiliary and inequality constraints, leading to a study of optimal control theory.

Lectures on the Calculus of Variations and Optimal Control Theory

Lectures on the Calculus of Variations and Optimal Control Theory
Author: L. C. Young
Publisher: American Mathematical Society
Total Pages: 353
Release: 2024-10-30
Genre: Mathematics
ISBN: 1470479001

This book is divided into two parts. The first addresses the simpler variational problems in parametric and nonparametric form. The second covers extensions to optimal control theory. The author opens with the study of three classical problems whose solutions led to the theory of calculus of variations. They are the problem of geodesics, the brachistochrone, and the minimal surface of revolution. He gives a detailed discussion of the Hamilton-Jacobi theory, both in the parametric and nonparametric forms. This leads to the development of sufficiency theories describing properties of minimizing extremal arcs. Next, the author addresses existence theorems. He first develops Hilbert's basic existence theorem for parametric problems and studies some of its consequences. Finally, he develops the theory of generalized curves and ?automatic? existence theorems. In the second part of the book, the author discusses optimal control problems. He notes that originally these problems were formulated as problems of Lagrange and Mayer in terms of differential constraints. In the control formulation, these constraints are expressed in a more convenient form in terms of control functions. After pointing out the new phenomenon that may arise, namely, the lack of controllability, the author develops the maximum principle and illustrates this principle by standard examples that show the switching phenomena that may occur. He extends the theory of geodesic coverings to optimal control problems. Finally, he extends the problem to generalized optimal control problems and obtains the corresponding existence theorems.

Dynamic Optimization, Second Edition

Dynamic Optimization, Second Edition
Author: Morton I. Kamien
Publisher: Courier Corporation
Total Pages: 402
Release: 2013-04-17
Genre: Mathematics
ISBN: 0486310280

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.

A Course in the Calculus of Variations

A Course in the Calculus of Variations
Author: Filippo Santambrogio
Publisher: Springer Nature
Total Pages: 354
Release: 2024-01-18
Genre: Mathematics
ISBN: 3031450361

This book provides an introduction to the broad topic of the calculus of variations. It addresses the most natural questions on variational problems and the mathematical complexities they present. Beginning with the scientific modeling that motivates the subject, the book then tackles mathematical questions such as the existence and uniqueness of solutions, their characterization in terms of partial differential equations, and their regularity. It includes both classical and recent results on one-dimensional variational problems, as well as the adaptation to the multi-dimensional case. Here, convexity plays an important role in establishing semi-continuity results and connections with techniques from optimization, and convex duality is even used to produce regularity results. This is then followed by the more classical Hölder regularity theory for elliptic PDEs and some geometric variational problems on sets, including the isoperimetric inequality and the Steiner tree problem. The book concludes with a chapter on the limits of sequences of variational problems, expressed in terms of Γ-convergence. While primarily designed for master's-level and advanced courses, this textbook, based on its author's instructional experience, also offers original insights that may be of interest to PhD students and researchers. A foundational understanding of measure theory and functional analysis is required, but all the essential concepts are reiterated throughout the book using special memo-boxes.

Calculus of Variations I

Calculus of Variations I
Author: Mariano Giaquinta
Publisher: Springer Science & Business Media
Total Pages: 512
Release: 2004-06-23
Genre: Mathematics
ISBN: 9783540506256

This two-volume treatise is a standard reference in the field. It pays special attention to the historical aspects and the origins partly in applied problems—such as those of geometric optics—of parts of the theory. It contains an introduction to each chapter, section, and subsection and an overview of the relevant literature in the footnotes and bibliography. It also includes an index of the examples used throughout the book.

Introduction to the Calculus of Variations

Introduction to the Calculus of Variations
Author: Bernard Dacorogna
Publisher: Imperial College Press
Total Pages: 241
Release: 2009
Genre: Mathematics
ISBN: 1848163339

The calculus of variations is one of the oldest subjects in mathematics, yet is very much alive and is still evolving. Besides its mathematical importance and its links to other branches of mathematics, such as geometry or differential equations, it is widely used in physics, engineering, economics and biology.This book serves both as a guide to the expansive existing literature and as an aid to the non-specialist ? mathematicians, physicists, engineers, students or researchers ? in discovering the subject's most important problems, results and techniques. Despite the aim of addressing non-specialists, mathematical rigor has not been sacrificed; most of the theorems are either fully proved or proved under more stringent conditions.In this new edition, the chapter on regularity has been significantly expanded and 27 new exercises have been added. The book, containing a total of 103 exercises with detailed solutions, is well designed for a course at both undergraduate and graduate levels.

Singularities in PDE and the Calculus of Variations

Singularities in PDE and the Calculus of Variations
Author: Stanley Alama
Publisher: American Mathematical Soc.
Total Pages: 284
Release:
Genre: Mathematics
ISBN: 9780821873311

This book contains papers presented at the "Workshop on Singularities in PDE and the Calculus of Variations" at the CRM in July 2006. The main theme of the meeting was the formation of geometrical singularities in PDE problems with a variational formulation. These equations typically arise in some applications (to physics, engineering, or biology, for example) and their resolution often requires a combination of methods coming from areas such as functional and harmonic analysis, differential geometry and geometric measure theory. Among the PDE problems discussed were: the Cahn-Hilliard model of phase transitions and domain walls; vortices in Ginzburg-Landau type models for superconductivity and superfluidity; the Ohna-Kawasaki model for di-block copolymers; models of image enhancement; and Monge-Ampere functions. The articles give a sampling of problems and methods in this diverse area of mathematics, which touches a large part of modern mathematics and its applications.

Variational Analysis

Variational Analysis
Author: R. Tyrrell Rockafellar
Publisher: Springer Science & Business Media
Total Pages: 747
Release: 2009-06-26
Genre: Mathematics
ISBN: 3642024319

From its origins in the minimization of integral functionals, the notion of variations has evolved greatly in connection with applications in optimization, equilibrium, and control. This book develops a unified framework and provides a detailed exposition of variational geometry and subdifferential calculus in their current forms beyond classical and convex analysis. Also covered are set-convergence, set-valued mappings, epi-convergence, duality, and normal integrands.