Research On Optimization Theory And The Control Of Stochastic Systems
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Research on Optimization Theory and the Control of Stochastic Systems
Work is reported on a general theory of operator equations which include, as special cases, ordinary differential equations, Volterra integral equations, and functional differential equations with retardations. The results obtained made it possible to look at optimal control problems from a novel and conceptually very advantageous point of view, and to obtain a Pontryagin type maximum principle for control problems with a wide class of 'dynamics'. A computationally simple approximation to the minimum energy controller for a linear system was achieved by reducing the complexity of, the mathematical model of the system. After specifying the criterion for identifying an optimal model of lower order, the required model boundary conditions were deduced. Controller performance was expressed as a scalar valued functional of the model coefficient matrices, and a computational algorithm was suggested for evaluating the best model. The suboptimal control was then expressed in terms of the derived model parameters. (Author).
Optimization, Control, and Applications of Stochastic Systems
Author: Daniel Hernández-Hernández
language: en
Publisher: Springer Science & Business Media
Release Date: 2012-08-15
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
Scientific and Technical Aerospace Reports
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.