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Dynamic Programming And Its Application To Optimal Control
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Book Synopsis Adaptive Dynamic Programming with Applications in Optimal Control by : Derong Liu
Download or read book Adaptive Dynamic Programming with Applications in Optimal Control written by Derong Liu and published by Springer. This book was released on 2017-01-04 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with the fundamentals. In the core of the book, the authors address first discrete- and then continuous-time systems. Coverage of discrete-time systems starts with a more general form of value iteration to demonstrate its convergence, optimality, and stability with complete and thorough theoretical analysis. A more realistic form of value iteration is studied where value function approximations are assumed to have finite errors. Adaptive Dynamic Programming also details another avenue of the ADP approach: policy iteration. Both basic and generalized forms of policy-iteration-based ADP are studied with complete and thorough theoretical analysis in terms of convergence, optimality, stability, and error bounds. Among continuous-time systems, the control of affine and nonaffine nonlinear systems is studied using the ADP approach which is then extended to other branches of control theory including decentralized control, robust and guaranteed cost control, and game theory. In the last part of the book the real-world significance of ADP theory is presented, focusing on three application examples developed from the authors’ work: • renewable energy scheduling for smart power grids;• coal gasification processes; and• water–gas shift reactions. Researchers studying intelligent control methods and practitioners looking to apply them in the chemical-process and power-supply industries will find much to interest them in this thorough treatment of an advanced approach to control.
Book Synopsis Dynamic Programming and Its Application to Optimal Control by : Hui Li
Download or read book Dynamic Programming and Its Application to Optimal Control written by Hui Li and published by . This book was released on 2018-04 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Programming and Optimal Control by : Dimitri Bertsekas
Download or read book Dynamic Programming and Optimal Control written by Dimitri Bertsekas and published by Athena Scientific. This book was released on with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning. Among its special features, the book 1) provides a unifying framework for sequential decision making, 2) treats simultaneously deterministic and stochastic control problems popular in modern control theory and Markovian decision popular in operations research, 3) develops the theory of deterministic optimal control problems including the Pontryagin Minimum Principle, 4) introduces recent suboptimal control and simulation-based approximation techniques (neuro-dynamic programming), which allow the practical application of dynamic programming to complex problems that involve the dual curse of large dimension and lack of an accurate mathematical model, 5) provides a comprehensive treatment of infinite horizon problems in the second volume, and an introductory treatment in the first volume The electronic version of the book includes 29 theoretical problems, with high-quality solutions, which enhance the range of coverage of the book.
Book Synopsis Dynamic Programming and Its Application to Optimal Control by :
Download or read book Dynamic Programming and Its Application to Optimal Control written by and published by Elsevier. This book was released on 1971-10-11 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Book Synopsis Adaptive Dynamic Programming: Single and Multiple Controllers by : Ruizhuo Song
Download or read book Adaptive Dynamic Programming: Single and Multiple Controllers written by Ruizhuo Song and published by Springer. This book was released on 2018-12-28 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a class of novel optimal control methods and games schemes based on adaptive dynamic programming techniques. For systems with one control input, the ADP-based optimal control is designed for different objectives, while for systems with multi-players, the optimal control inputs are proposed based on games. In order to verify the effectiveness of the proposed methods, the book analyzes the properties of the adaptive dynamic programming methods, including convergence of the iterative value functions and the stability of the system under the iterative control laws. Further, to substantiate the mathematical analysis, it presents various application examples, which provide reference to real-world practices.
Book Synopsis Iterative Dynamic Programming by : Rein Luus
Download or read book Iterative Dynamic Programming written by Rein Luus and published by CRC Press. This book was released on 2019-09-17 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem
Book Synopsis Adaptive Dynamic Programming for Control by : Huaguang Zhang
Download or read book Adaptive Dynamic Programming for Control written by Huaguang Zhang and published by Springer Science & Business Media. This book was released on 2012-12-14 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are many methods of stable controller design for nonlinear systems. In seeking to go beyond the minimum requirement of stability, Adaptive Dynamic Programming in Discrete Time approaches the challenging topic of optimal control for nonlinear systems using the tools of adaptive dynamic programming (ADP). The range of systems treated is extensive; affine, switched, singularly perturbed and time-delay nonlinear systems are discussed as are the uses of neural networks and techniques of value and policy iteration. The text features three main aspects of ADP in which the methods proposed for stabilization and for tracking and games benefit from the incorporation of optimal control methods: • infinite-horizon control for which the difficulty of solving partial differential Hamilton–Jacobi–Bellman equations directly is overcome, and proof provided that the iterative value function updating sequence converges to the infimum of all the value functions obtained by admissible control law sequences; • finite-horizon control, implemented in discrete-time nonlinear systems showing the reader how to obtain suboptimal control solutions within a fixed number of control steps and with results more easily applied in real systems than those usually gained from infinite-horizon control; • nonlinear games for which a pair of mixed optimal policies are derived for solving games both when the saddle point does not exist, and, when it does, avoiding the existence conditions of the saddle point. Non-zero-sum games are studied in the context of a single network scheme in which policies are obtained guaranteeing system stability and minimizing the individual performance function yielding a Nash equilibrium. In order to make the coverage suitable for the student as well as for the expert reader, Adaptive Dynamic Programming in Discrete Time: • establishes the fundamental theory involved clearly with each chapter devoted to a clearly identifiable control paradigm; • demonstrates convergence proofs of the ADP algorithms to deepen understanding of the derivation of stability and convergence with the iterative computational methods used; and • shows how ADP methods can be put to use both in simulation and in real applications. This text will be of considerable interest to researchers interested in optimal control and its applications in operations research, applied mathematics computational intelligence and engineering. Graduate students working in control and operations research will also find the ideas presented here to be a source of powerful methods for furthering their study.
Book Synopsis Catholic Church in the Diocese of Maitland by :
Download or read book Catholic Church in the Diocese of Maitland written by and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamic Programming and Optimal Control by : Dimitri P. Bertsekas
Download or read book Dynamic Programming and Optimal Control written by Dimitri P. Bertsekas and published by . This book was released on 2005 with total page 543 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian decision problems, planning and sequential decision making under uncertainty, and discrete/combinatorial optimization. The treatment focuses on basic unifying themes, and conceptual foundations. It illustrates the versatility, power, and generality of the method with many examples and applications from engineering, operations research, and other fields. It also addresses extensively the practical application of the methodology, possibly through the use of approximations, and provides an extensive treatment of the far-reaching methodology of Neuro-Dynamic Programming/Reinforcement Learning. The first volume is oriented towards modeling, conceptualization, and finite-horizon problems, but also includes a substantive introduction to infinite horizon problems that is suitable for classroom use. The second volume is oriented towards mathematical analysis and computation, treats infinite horizon problems extensively, and provides an up-to-date account of approximate large-scale dynamic programming and reinforcement learning. The text contains many illustrations, worked-out examples, and exercises."--Publisher's website.
Book Synopsis Optimal Control Theory by : Suresh P. Sethi
Download or read book Optimal Control Theory written by Suresh P. Sethi and published by Springer. This book was released on 2018-11-28 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: This fully revised 3rd edition offers an introduction to optimal control theory and its diverse applications in management science and economics. It brings to students the concept of the maximum principle in continuous, as well as discrete, time by using dynamic programming and Kuhn-Tucker theory. While some mathematical background is needed, the emphasis of the book is not on mathematical rigor, but on modeling realistic situations faced in business and economics. The book exploits optimal control theory to the functional areas of management including finance, production and marketing and to economics of growth and of natural resources. In addition, this new edition features materials on stochastic Nash and Stackelberg differential games and an adverse selection model in the principal-agent framework. The book provides exercises for each chapter and answers to selected exercises to help deepen the understanding of the material presented. Also included are appendices comprised of supplementary material on the solution of differential equations, the calculus of variations and its relationships to the maximum principle, and special topics including the Kalman filter, certainty equivalence, singular control, a global saddle point theorem, Sethi-Skiba points, and distributed parameter systems. Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the author has applied to business management problems developed from his research and classroom instruction. The new edition has been completely refined and brought up to date. Ultimately this should continue to be a valuable resource for graduate courses on applied optimal control theory, but also for financial and industrial engineers, economists, and operational researchers concerned with the application of dynamic optimization in their fields.
Book Synopsis Dynamic programming and its application to optimal control by : R. Boudarel
Download or read book Dynamic programming and its application to optimal control written by R. Boudarel and published by . This book was released on 1971 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Numerical Methods for Optimal Control Problems by : Maurizio Falcone
Download or read book Numerical Methods for Optimal Control Problems written by Maurizio Falcone and published by Springer. This book was released on 2019-01-26 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems, in order to optimize some measure of their performance. Started in the 60's under the pressure of the "space race" between the US and the former USSR, the field now has a far wider scope, and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and management of financial markets. These emerging applications require more and more efficient numerical methods for their solution, a very difficult task due the huge number of variables. The chapters of this volume give an up-to-date presentation of several recent methods in this area including fast dynamic programming algorithms, model predictive control and max-plus techniques. This book is addressed to researchers, graduate students and applied scientists working in the area of control problems, differential games and their applications.
Book Synopsis Optimal Control Theory by : Donald E. Kirk
Download or read book Optimal Control Theory written by Donald E. Kirk and published by Courier Corporation. This book was released on 2012-04-26 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.
Book Synopsis Stochastic Optimal Control in Infinite Dimension by : Giorgio Fabbri
Download or read book Stochastic Optimal Control in Infinite Dimension written by Giorgio Fabbri and published by Springer. This book was released on 2017-06-22 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Book Synopsis An Introduction to Applied Optimal Control by : Knowles
Download or read book An Introduction to Applied Optimal Control written by Knowles and published by Academic Press. This book was released on 1982-03-18 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Applied Optimal Control
Book Synopsis Abstract Dynamic Programming by : Dimitri Bertsekas
Download or read book Abstract Dynamic Programming written by Dimitri Bertsekas and published by Athena Scientific. This book was released on 2022-01-01 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the 3rd edition of a research monograph providing a synthesis of old research on the foundations of dynamic programming (DP), with the modern theory of approximate DP and new research on semicontractive models. It aims at a unified and economical development of the core theory and algorithms of total cost sequential decision problems, based on the strong connections of the subject with fixed point theory. The analysis focuses on the abstract mapping that underlies DP and defines the mathematical character of the associated problem. The discussion centers on two fundamental properties that this mapping may have: monotonicity and (weighted sup-norm) contraction. It turns out that the nature of the analytical and algorithmic DP theory is determined primarily by the presence or absence of these two properties, and the rest of the problem's structure is largely inconsequential. New research is focused on two areas: 1) The ramifications of these properties in the context of algorithms for approximate DP, and 2) The new class of semicontractive models, exemplified by stochastic shortest path problems, where some but not all policies are contractive. The 3rd edition is very similar to the 2nd edition, except for the addition of a new chapter (Chapter 5), which deals with abstract DP models for sequential minimax problems and zero-sum games, The book is an excellent supplement to several of our books: Neuro-Dynamic Programming (Athena Scientific, 1996), Dynamic Programming and Optimal Control (Athena Scientific, 2017), Reinforcement Learning and Optimal Control (Athena Scientific, 2019), and Rollout, Policy Iteration, and Distributed Reinforcement Learning (Athena Scientific, 2020).
Book Synopsis Introduction to Dynamic Programming by : Leon Cooper
Download or read book Introduction to Dynamic Programming written by Leon Cooper and published by Elsevier. This book was released on 2014-05-20 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Dynamic Programming provides information pertinent to the fundamental aspects of dynamic programming. This book considers problems that can be quantitatively formulated and deals with mathematical models of situations or phenomena that exists in the real world. Organized into 10 chapters, this book begins with an overview of the fundamental components of any mathematical optimization model. This text then presents the details of the application of dynamic programming to variational problems. Other chapters consider the application of dynamic programming to inventory theory, Markov processes, chemical engineering, optimal control theory, calculus of variations, and economics. This book discusses as well the approach to problem solving that is typical of dynamic programming. The final chapter deals with a number of actual applications of dynamic programming to practical problems. This book is a valuable resource for .graduate level students of mathematics, economics, statistics, business, operations research, industrial engineering, or other engineering fields.
