Dynamic Optimization, Second Edition

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Publisher : Courier Corporation
ISBN 13 : 0486310280
Total Pages : 402 pages
Book Rating : 4.4/5 (863 download)

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Book Synopsis Dynamic Optimization, Second Edition by : Morton I. Kamien

Download or read book Dynamic Optimization, Second Edition written by Morton I. Kamien and published by Courier Corporation. This book was released on 2013-04-17 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Optimization and Control of Dynamic Systems

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Publisher : Springer
ISBN 13 : 3319626469
Total Pages : 679 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Optimization and Control of Dynamic Systems by : Henryk Górecki

Download or read book Optimization and Control of Dynamic Systems written by Henryk Górecki and published by Springer. This book was released on 2017-07-26 with total page 679 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a comprehensive presentation of optimization and polyoptimization methods. The examples included are taken from various domains: mechanics, electrical engineering, economy, informatics, and automatic control, making the book especially attractive. With the motto “from general abstraction to practical examples,” it presents the theory and applications of optimization step by step, from the function of one variable and functions of many variables with constraints, to infinite dimensional problems (calculus of variations), a continuation of which are optimization methods of dynamical systems, that is, dynamic programming and the maximum principle, and finishing with polyoptimization methods. It includes numerous practical examples, e.g., optimization of hierarchical systems, optimization of time-delay systems, rocket stabilization modeled by balancing a stick on a finger, a simplified version of the journey to the moon, optimization of hybrid systems and of the electrical long transmission line, analytical determination of extremal errors in dynamical systems of the rth order, multicriteria optimization with safety margins (the skeleton method), and ending with a dynamic model of bicycle. The book is aimed at readers who wish to study modern optimization methods, from problem formulation and proofs to practical applications illustrated by inspiring concrete examples.

Dynamic Control and Optimization

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Publisher : Springer Nature
ISBN 13 : 3031175581
Total Pages : 244 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Dynamic Control and Optimization by : Tatiana V. Tchemisova

Download or read book Dynamic Control and Optimization written by Tatiana V. Tchemisova and published by Springer Nature. This book was released on 2022-12-29 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the revised selected papers of the International Conference on Dynamic Monitoring and Optimization, DCO 2021, held in Aveiro, Portugal, February 3-5, 2021. The papers present achievements in the most challenging areas of dynamic control, optimization and related topics, including recent results in nonlinear dynamic control systems, calculus of variations, sub-Riemannian geometry, conventional differential equations, control of PDE evolution, stochastic differential equations, the spread of acoustic waves in elastic media, dynamics in space-time, Nondegenerate abnormality, controllability, and the infimum gap phenomena in optimization and optimal control with state constraints.

Dynamic Optimization

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Publisher : Springer
ISBN 13 : 3319488147
Total Pages : 530 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Dynamic Optimization by : Karl Hinderer

Download or read book Dynamic Optimization written by Karl Hinderer and published by Springer. This book was released on 2017-01-12 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

Dynamic Control and Optimization

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Publisher : Springer
ISBN 13 : 9783031175572
Total Pages : 0 pages
Book Rating : 4.1/5 (755 download)

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Book Synopsis Dynamic Control and Optimization by : Tatiana V. Tchemisova

Download or read book Dynamic Control and Optimization written by Tatiana V. Tchemisova and published by Springer. This book was released on 2023-01-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the revised selected papers of the International Conference on Dynamic Monitoring and Optimization, DCO 2021, held in Aveiro, Portugal, February 3-5, 2021. The papers present achievements in the most challenging areas of dynamic control, optimization and related topics, including recent results in nonlinear dynamic control systems, calculus of variations, sub-Riemannian geometry, conventional differential equations, control of PDE evolution, stochastic differential equations, the spread of acoustic waves in elastic media, dynamics in space-time, Nondegenerate abnormality, controllability, and the infimum gap phenomena in optimization and optimal control with state constraints.

Applied Dynamic Programming for Optimization of Dynamical Systems

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Publisher : SIAM
ISBN 13 : 9780898718676
Total Pages : 278 pages
Book Rating : 4.7/5 (186 download)

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Book Synopsis Applied Dynamic Programming for Optimization of Dynamical Systems by : Rush D. Robinett III

Download or read book Applied Dynamic Programming for Optimization of Dynamical Systems written by Rush D. Robinett III and published by SIAM. This book was released on 2005-01-01 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Optimization of Dynamic Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 9401591490
Total Pages : 230 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Optimization of Dynamic Systems by : S. K. Agrawal

Download or read book Optimization of Dynamic Systems written by S. K. Agrawal and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook deals with optimization of dynamic systems. The motivation for undertaking this task is as follows: There is an ever increasing need to produce more efficient, accurate, and lightweight mechanical and electromechanical de vices. Thus, the typical graduating B.S. and M.S. candidate is required to have some familiarity with techniques for improving the performance of dynamic systems. Unfortunately, existing texts dealing with system improvement via optimization remain inaccessible to many of these students and practicing en gineers. It is our goal to alleviate this difficulty by presenting to seniors and beginning graduate students practical efficient techniques for solving engineer ing system optimization problems. The text has been used in optimal control and dynamic system optimization courses at the University of Deleware, the University of Washington and Ohio University over the past four years. The text covers the following material in a straightforward detailed manner: • Static Optimization: The problem of optimizing a function that depends on static variables (i.e., parameters) is considered. Problems with equality and inequality constraints are addressed. • Numerical Methods: Static Optimization: Numerical algorithms for the solution of static optimization problems are presented here. The methods presented can accommodate both the unconstrained and constrained static optimization problems. • Calculus of Variation: The necessary and sufficient conditions for the ex tremum of functionals are presented. Both the fixed final time and free final time problems are considered.

Elements of Dynamic Optimization

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Publisher :
ISBN 13 : 9781577660965
Total Pages : 0 pages
Book Rating : 4.6/5 (69 download)

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Book Synopsis Elements of Dynamic Optimization by : Alpha C. Chiang

Download or read book Elements of Dynamic Optimization written by Alpha C. Chiang and published by . This book was released on 2000 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: INTRODUCTION 1.

Optimal Control Theory and Static Optimization in Economics

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Publisher : Cambridge University Press
ISBN 13 : 9780521337465
Total Pages : 372 pages
Book Rating : 4.3/5 (374 download)

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Book Synopsis Optimal Control Theory and Static Optimization in Economics by : Daniel Léonard

Download or read book Optimal Control Theory and Static Optimization in Economics written by Daniel Léonard and published by Cambridge University Press. This book was released on 1992-01-31 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control theory is a technique being used increasingly by academic economists to study problems involving optimal decisions in a multi-period framework. This textbook is designed to make the difficult subject of optimal control theory easily accessible to economists while at the same time maintaining rigour. Economic intuitions are emphasized, and examples and problem sets covering a wide range of applications in economics are provided to assist in the learning process. Theorems are clearly stated and their proofs are carefully explained. The development of the text is gradual and fully integrated, beginning with simple formulations and progressing to advanced topics such as control parameters, jumps in state variables, and bounded state space. For greater economy and elegance, optimal control theory is introduced directly, without recourse to the calculus of variations. The connection with the latter and with dynamic programming is explained in a separate chapter. A second purpose of the book is to draw the parallel between optimal control theory and static optimization. Chapter 1 provides an extensive treatment of constrained and unconstrained maximization, with emphasis on economic insight and applications. Starting from basic concepts, it derives and explains important results, including the envelope theorem and the method of comparative statics. This chapter may be used for a course in static optimization. The book is largely self-contained. No previous knowledge of differential equations is required.

Dynamic Control and Optimization

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Author :
Publisher :
ISBN 13 : 9783031175596
Total Pages : 0 pages
Book Rating : 4.1/5 (755 download)

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Book Synopsis Dynamic Control and Optimization by : Tatiana V. Tchemisova

Download or read book Dynamic Control and Optimization written by Tatiana V. Tchemisova and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the revised selected papers of the International Conference on Dynamic Monitoring and Optimization, DCO 2021, held in Aveiro, Portugal, February 3-5, 2021. The papers present achievements in the most challenging areas of dynamic control, optimization and related topics, including recent results in nonlinear dynamic control systems, calculus of variations, sub-Riemannian geometry, conventional differential equations, control of PDE evolution, stochastic differential equations, the spread of acoustic waves in elastic media, dynamics in space-time, Nondegenerate abnormality, controllability, and the infimum gap phenomena in optimization and optimal control with state constraints.

Sliding Modes in Control and Optimization

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Publisher : Springer Science & Business Media
ISBN 13 : 3642843794
Total Pages : 300 pages
Book Rating : 4.6/5 (428 download)

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Book Synopsis Sliding Modes in Control and Optimization by : Vadim I. Utkin

Download or read book Sliding Modes in Control and Optimization written by Vadim I. Utkin and published by Springer Science & Business Media. This book was released on 2013-03-12 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to systems with discontinuous control. The study of discontinuous dynamic systems is a multifacet problem which embraces mathematical, control theoretic and application aspects. Times and again, this problem has been approached by mathematicians, physicists and engineers, each profession treating it from its own positions. Interestingly, the results obtained by specialists in different disciplines have almost always had a significant effect upon the development of the control theory. It suffices to mention works on the theory of oscillations of discontinuous nonlinear systems, mathematical studies in ordinary differential equations with discontinuous righthand parts or variational problems in nonclassic statements. The unremitting interest to discontinuous control systems enhanced by their effective application to solution of problems most diverse in their physical nature and functional purpose is, in the author's opinion, a cogent argument in favour of the importance of this area of studies. It seems a useful effort to consider, from a control theoretic viewpoint, the mathematical and application aspects of the theory of discontinuous dynamic systems and determine their place within the scope of the present-day control theory. The first attempt was made by the author in 1975-1976 in his course on "The Theory of Discontinuous Dynamic Systems" and "The Theory of Variable Structure Systems" read to post-graduates at the University of Illinois, USA, and then presented in 1978-1979 at the seminars held in the Laboratory of Systems with Discontinous Control at the Institute of Control Sciences in Moscow.

LQ Dynamic Optimization and Differential Games

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Publisher : John Wiley & Sons
ISBN 13 : 9780470015247
Total Pages : 514 pages
Book Rating : 4.0/5 (152 download)

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Book Synopsis LQ Dynamic Optimization and Differential Games by : Jacob Engwerda

Download or read book LQ Dynamic Optimization and Differential Games written by Jacob Engwerda and published by John Wiley & Sons. This book was released on 2005-06-17 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions. Only fifty years old, it has already revolutionized economics and finance, and is spreading rapidly to a wide variety of fields. LQ Dynamic Optimization and Differential Games is an assessment of the state of the art in its field and the first modern book on linear-quadratic game theory, one of the most commonly used tools for modelling and analysing strategic decision making problems in economics and management. Linear quadratic dynamic models have a long tradition in economics, operations research and control engineering; and the author begins by describing the one-decision maker LQ dynamic optimization problem before introducing LQ differential games. Covers cooperative and non-cooperative scenarios, and treats the standard information structures (open-loop and feedback). Includes real-life economic examples to illustrate theoretical concepts and results. Presents problem formulations and sound mathematical problem analysis. Includes exercises and solutions, enabling use for self-study or as a course text. Supported by a website featuring solutions to exercises, further examples and computer code for numerical examples. LQ Dynamic Optimization and Differential Games offers a comprehensive introduction to the theory and practice of this extensively used class of economic models, and will appeal to applied mathematicians and econometricians as well as researchers and senior undergraduate/graduate students in economics, mathematics, engineering and management science.

Dynamic Optimization

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Publisher : Prentice Hall
ISBN 13 :
Total Pages : 458 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Dynamic Optimization by : Arthur Earl Bryson

Download or read book Dynamic Optimization written by Arthur Earl Bryson and published by Prentice Hall. This book was released on 1999 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Dynamic Optimization" takes an applied approach to its subject, offering many examples and solved problems that draw from aerospace, robotics, and mechanics. The abundance of thoroughly tested general algorithms and Matlab codes provide the reader with the practice necessary to master this inherently difficult subject, while the realistic engineering problems and examples keep the material interesting and relevant. FEATURES/BENEFITS Covers dynamic programming, relating it to the calculus of variations and optimal control, and neighboring optimum control (differential dynamic programming), a practical method for nonlinear feedback control. Includes a disk that contains 40 gradient and shooting codes, as well as codes that solve the time-varying Riccati equation (the DYNOPT Toolbox). These codes have been thoroughly tested on hundreds of problems. Contains many realistic examples and problems. Solutions to the examples and problems, as well as the codes that produce the figures, are included on the accompanying disk. Covers dynamic optimization with inequality constraints and singular arcs using inverse dynamic optimization (differential inclusion).

Continuous-time Stochastic Control and Optimization with Financial Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3540895000
Total Pages : 243 pages
Book Rating : 4.5/5 (48 download)

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Book Synopsis Continuous-time Stochastic Control and Optimization with Financial Applications by : Huyên Pham

Download or read book Continuous-time Stochastic Control and Optimization with Financial Applications written by Huyên Pham and published by Springer Science & Business Media. This book was released on 2009-05-28 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.

Applied Optimal Control

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Publisher : Routledge
ISBN 13 : 1351465929
Total Pages : 496 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Applied Optimal Control by : A. E. Bryson

Download or read book Applied Optimal Control written by A. E. Bryson and published by Routledge. This book was released on 2018-05-04 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: This best-selling text focuses on the analysis and design of complicated dynamics systems. CHOICE called it ""a high-level, concise book that could well be used as a reference by engineers, applied mathematicians, and undergraduates. The format is good, the presentation clear, the diagrams instructive, the examples and problems helpful...References and a multiple-choice examination are included.

Dynamic Optimization and Differential Games

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Publisher : Springer Science & Business Media
ISBN 13 : 0387727787
Total Pages : 509 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Dynamic Optimization and Differential Games by : Terry L. Friesz

Download or read book Dynamic Optimization and Differential Games written by Terry L. Friesz and published by Springer Science & Business Media. This book was released on 2010-08-20 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been written to address the increasing number of Operations Research and Management Science problems (that is, applications) that involve the explicit consideration of time and of gaming among multiple agents. It is a book that will be used both as a textbook and as a reference and guide by those whose work involves the theoretical aspects of dynamic optimization and differential games.

Dynamic Control and Optimization of Push Manufacturing Systems

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Publisher :
ISBN 13 : 9789044404401
Total Pages : 96 pages
Book Rating : 4.4/5 (44 download)

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Book Synopsis Dynamic Control and Optimization of Push Manufacturing Systems by : Daniel Soto Carril

Download or read book Dynamic Control and Optimization of Push Manufacturing Systems written by Daniel Soto Carril and published by . This book was released on 2004 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: