Uncertain Optimal Control
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Author | : Yuanguo Zhu |
Publisher | : Springer |
Total Pages | : 211 |
Release | : 2018-08-29 |
Genre | : Technology & Engineering |
ISBN | : 9811321345 |
Download Uncertain Optimal Control Book in PDF, Epub and Kindle
This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games. The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.
Author | : Sean Holly |
Publisher | : Cambridge University Press |
Total Pages | : 258 |
Release | : 1989-07-20 |
Genre | : Business & Economics |
ISBN | : 0521264448 |
Download Optimal Control, Expectations and Uncertainty Book in PDF, Epub and Kindle
An examination of how the rational expectations revolution and game theory have enhanced the understanding of how an economy functions.
Author | : Jesús Martínez-Frutos |
Publisher | : Springer |
Total Pages | : 138 |
Release | : 2018-08-30 |
Genre | : Mathematics |
ISBN | : 3319982109 |
Download Optimal Control of PDEs under Uncertainty Book in PDF, Epub and Kindle
This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty. The main objective of the book is to offer graduate students and researchers a smooth transition from optimal control of deterministic PDEs to optimal control of random PDEs. Coverage includes uncertainty modelling in control problems, variational formulation of PDEs with random inputs, robust and risk-averse formulations of optimal control problems, existence theory and numerical resolution methods. The exposition focusses on the entire path, starting from uncertainty modelling and ending in the practical implementation of numerical schemes for the numerical approximation of the considered problems. To this end, a selected number of illustrative examples are analysed in detail throughout the book. Computer codes, written in MatLab, are provided for all these examples. This book is adressed to graduate students and researches in Engineering, Physics and Mathematics who are interested in optimal control and optimal design for random partial differential equations.
Author | : W. E. Schmitendorf |
Publisher | : |
Total Pages | : 83 |
Release | : 1978 |
Genre | : |
ISBN | : |
Download Optimal Control of Systems with Uncertainty Book in PDF, Epub and Kindle
The research being performed under AFOSR Grant 76-2923 is concerned with optimally controlling a system to a specified target when disturbances or uncertainties enter the system. Two general problems in this area are being investigated. One problem is that of determining if there exists a control that assures that the system reaches a specified target set for all possible disturbances. If such a control exists, then the next problem is to determine a control which guarantees that the target is reached and it also optimal in the sense of minimizing a specified measure of the system's performance. Our research effort has been directed toward obtaining methods for answering the questions raised by these problems and thereby aiding in the design of controllers for uncertain systems. (Author).
Author | : Alexander Weinmann |
Publisher | : Springer Science & Business Media |
Total Pages | : 699 |
Release | : 2012-12-06 |
Genre | : Technology & Engineering |
ISBN | : 3709167116 |
Download Uncertain Models and Robust Control Book in PDF, Epub and Kindle
This coherent introduction to the theory and methods of robust control system design clarifies and unifies the presentation of significant derivations and proofs. The book contains a thorough treatment of important material of uncertainties and robust control otherwise scattered throughout the literature.
Author | : Roland Herzog |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 474 |
Release | : 2022-03-07 |
Genre | : Mathematics |
ISBN | : 3110695987 |
Download Optimization and Control for Partial Differential Equations Book in PDF, Epub and Kindle
This book highlights new developments in the wide and growing field of partial differential equations (PDE)-constrained optimization. Optimization problems where the dynamics evolve according to a system of PDEs arise in science, engineering, and economic applications and they can take the form of inverse problems, optimal control problems or optimal design problems. This book covers new theoretical, computational as well as implementation aspects for PDE-constrained optimization problems under uncertainty, in shape optimization, and in feedback control, and it illustrates the new developments on representative problems from a variety of applications.
Author | : Robert F. Stengel |
Publisher | : Courier Corporation |
Total Pages | : 716 |
Release | : 1994-09-20 |
Genre | : Mathematics |
ISBN | : 9780486682006 |
Download Optimal Control and Estimation Book in PDF, Epub and Kindle
"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.
Author | : Pramod P. Khargonekar |
Publisher | : |
Total Pages | : 72 |
Release | : 1988 |
Genre | : |
ISBN | : |
Download Robust Stabilization of Uncertain Systems and H∞ Optimal Control Book in PDF, Epub and Kindle
Author | : Ian R. Petersen |
Publisher | : Springer Science & Business Media |
Total Pages | : 458 |
Release | : 2012-12-06 |
Genre | : Technology & Engineering |
ISBN | : 1447104471 |
Download Robust Control Design Using H-∞ Methods Book in PDF, Epub and Kindle
This is a unified collection of important recent results for the design of robust controllers for uncertain systems, primarily based on H8 control theory or its stochastic counterpart, risk sensitive control theory. Two practical applications are used to illustrate the methods throughout.
Author | : Roland Herzog |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 386 |
Release | : 2022-03-07 |
Genre | : Mathematics |
ISBN | : 3110696002 |
Download Optimization and Control for Partial Differential Equations Book in PDF, Epub and Kindle
This book highlights new developments in the wide and growing field of partial differential equations (PDE)-constrained optimization. Optimization problems where the dynamics evolve according to a system of PDEs arise in science, engineering, and economic applications and they can take the form of inverse problems, optimal control problems or optimal design problems. This book covers new theoretical, computational as well as implementation aspects for PDE-constrained optimization problems under uncertainty, in shape optimization, and in feedback control, and it illustrates the new developments on representative problems from a variety of applications.