Książka Numerical Methods for Optimal Control Problems with State Constraints Radoslaw Pytlak

Numerical Methods for Optimal Control Problems with State Constraints

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
212.57
While optimality conditions for optimal control problems with state constraints have been extensivel...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
1999
strony
218
EAN
9783540662143
ISBN
3540662146
Enbook ID
01567043
Waga
760
Wymiary
155 x 235 x 14

Pełny opis

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

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