Local Solutions of the Dynamic Programming Equations and the Hamilton Jacobi Bellman PDE

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ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.:/5 (64 download)

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Book Synopsis Local Solutions of the Dynamic Programming Equations and the Hamilton Jacobi Bellman PDE by : Carmeliza Luna Navasca

Download or read book Local Solutions of the Dynamic Programming Equations and the Hamilton Jacobi Bellman PDE written by Carmeliza Luna Navasca and published by . This book was released on 2002 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 0817647554
Total Pages : 588 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations by : Martino Bardi

Download or read book Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations written by Martino Bardi and published by Springer Science & Business Media. This book was released on 2009-05-21 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman’s dynamic programming approach to optimal control and differential games. It will be of interest to scientists involved in the theory of optimal control of deterministic linear and nonlinear systems. The work may be used by graduate students and researchers in control theory both as an introductory textbook and as an up-to-date reference book.

Optimization, Optimal Control and Partial Differential Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 9783764327880
Total Pages : 376 pages
Book Rating : 4.3/5 (278 download)

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Book Synopsis Optimization, Optimal Control and Partial Differential Equations by : Viorel Barbu

Download or read book Optimization, Optimal Control and Partial Differential Equations written by Viorel Barbu and published by Springer Science & Business Media. This book was released on 1992 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Variational methods in mechanics and physical models.- Fluid flows in dielectric porous media.- The impact of a jet with two fluids on a porous wall.- Critical point methods in nonlinear eigenvalue problems with discontinuities.- Maximum principles for elliptic systems.- Exponential dichotomy of evolution operators in Banach spaces.- Asymptotic properties of solutions to evolution equations.- On some nonlinear elastic waves biperiodical or almost periodical in mechanics and extensions hyperbolic nonlinear partial differential equations.- The controllability of infinite dimensional and distributed parameter systems.- Singularities in boundary value problems and exact controllability of hyperbolic systems.- Exact controllability of a shallow shell model.- Inverse problem: Identification of a melting front in the 2D case.- Micro-local approach to the control for the plates equation.- Bounded solutions for controlled hyperbolic systems.- Controllability and turbulence.- The H? control problem.- The H? boundary control with state feedback; the hyperbolic case.- Remarks on the theory of robust control.- The dynamic programming method.- Optimality and characteristics of Hamilton-Jacobi-Bellman equations.- Verification theorems of dynamic programming type in optimal control.- Isaacs' equations for value-functions of differential games.- Optimal control for robot manipulators.- Control theory and environmental problems: Slow fast models for management of renewable ressources.- On the Riccati equations of stochastic control.- Optimal control of nonlinear partial differential equations.- A boundary Pontryagin's principle for the optimal control of state-constrained elliptic systems.- Controllability properties for elliptic systems, the fictitious domain method and optimal shape design problems.- Optimal control for elliptic equation and applications.- Inverse problems for variational inequalities.- The variation of the drag with respect to the domain in Navier-Stokes flow, .- Mathematical programming and nonsmooth optimization.- Scalar minimax properties in vectorial optimization.- Least-norm regularization for weak two-level optimization problems.- Continuity of the value function with respect to the set of constraints.- On integral inequalities involving logconcave functions.- Numerical solution of free boundary problems in solids mechanics.- Authors' index

Foundations of Dynamic Economic Analysis

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Publisher : Cambridge University Press
ISBN 13 : 1107717639
Total Pages : 632 pages
Book Rating : 4.1/5 (77 download)

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Book Synopsis Foundations of Dynamic Economic Analysis by : Michael R. Caputo

Download or read book Foundations of Dynamic Economic Analysis written by Michael R. Caputo and published by Cambridge University Press. This book was released on 2005-01-10 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic behavior. The style of presentation, with its continual emphasis on the economic interpretation of mathematics and models, distinguishes it from several other excellent texts on the subject. This approach is aided dramatically by introducing the dynamic envelope theorem and the method of comparative dynamics early in the exposition. Accordingly, motivated and economically revealing proofs of the transversality conditions come about by use of the dynamic envelope theorem. Furthermore, such sequencing of the material naturally leads to the development of the primal-dual method of comparative dynamics and dynamic duality theory, two modern approaches used to tease out the empirical content of optimal control models. The stylistic approach ultimately draws attention to the empirical richness of optimal control theory, a feature missing in virtually all other textbooks of this type.

Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control

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Publisher : Springer Science & Business Media
ISBN 13 : 081764413X
Total Pages : 311 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control by : Piermarco Cannarsa

Download or read book Semiconcave Functions, Hamilton-Jacobi Equations, and Optimal Control written by Piermarco Cannarsa and published by Springer Science & Business Media. This book was released on 2007-12-31 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: * A comprehensive and systematic exposition of the properties of semiconcave functions and their various applications, particularly to optimal control problems, by leading experts in the field * A central role in the present work is reserved for the study of singularities * Graduate students and researchers in optimal control, the calculus of variations, and PDEs will find this book useful as a reference work on modern dynamic programming for nonlinear control systems

Fast Methods for Static Hamilton-Jacobi Partial Differential Equations

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Publisher :
ISBN 13 :
Total Pages : 272 pages
Book Rating : 4.:/5 (34 download)

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Book Synopsis Fast Methods for Static Hamilton-Jacobi Partial Differential Equations by : Alexander B. Vladimirsky

Download or read book Fast Methods for Static Hamilton-Jacobi Partial Differential Equations written by Alexander B. Vladimirsky and published by . This book was released on 2001 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Solutions and Supersolutions of Discrete Hamilton-Jacobi-Bellman Equation

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Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (255 download)

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Book Synopsis On Solutions and Supersolutions of Discrete Hamilton-Jacobi-Bellman Equation by : Roberto L. V. Gonzalez

Download or read book On Solutions and Supersolutions of Discrete Hamilton-Jacobi-Bellman Equation written by Roberto L. V. Gonzalez and published by . This book was released on 1989 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Hamilton-Jacobi-Bellman Equations

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110542714
Total Pages : 261 pages
Book Rating : 4.1/5 (15 download)

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Book Synopsis Hamilton-Jacobi-Bellman Equations by : Dante Kalise

Download or read book Hamilton-Jacobi-Bellman Equations written by Dante Kalise and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-08-06 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal feedback control arises in different areas such as aerospace engineering, chemical processing, resource economics, etc. In this context, the application of dynamic programming techniques leads to the solution of fully nonlinear Hamilton-Jacobi-Bellman equations. This book presents the state of the art in the numerical approximation of Hamilton-Jacobi-Bellman equations, including post-processing of Galerkin methods, high-order methods, boundary treatment in semi-Lagrangian schemes, reduced basis methods, comparison principles for viscosity solutions, max-plus methods, and the numerical approximation of Monge-Ampère equations. This book also features applications in the simulation of adaptive controllers and the control of nonlinear delay differential equations. Contents From a monotone probabilistic scheme to a probabilistic max-plus algorithm for solving Hamilton–Jacobi–Bellman equations Improving policies for Hamilton–Jacobi–Bellman equations by postprocessing Viability approach to simulation of an adaptive controller Galerkin approximations for the optimal control of nonlinear delay differential equations Efficient higher order time discretization schemes for Hamilton–Jacobi–Bellman equations based on diagonally implicit symplectic Runge–Kutta methods Numerical solution of the simple Monge–Ampere equation with nonconvex Dirichlet data on nonconvex domains On the notion of boundary conditions in comparison principles for viscosity solutions Boundary mesh refinement for semi-Lagrangian schemes A reduced basis method for the Hamilton–Jacobi–Bellman equation within the European Union Emission Trading Scheme

Large-Scale Scientific Computing

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Publisher : Springer
ISBN 13 : 3662438801
Total Pages : 653 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis Large-Scale Scientific Computing by : Ivan Lirkov

Download or read book Large-Scale Scientific Computing written by Ivan Lirkov and published by Springer. This book was released on 2014-06-26 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-conference proceedings of the 9th International Conference on Large-Scale Scientific Computations, LSSC 2013, held in Sozopol, Bulgaria, in June 2013. The 74 revised full papers presented together with 5 plenary and invited papers were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on numerical modeling of fluids and structures; control and uncertain systems; Monte Carlo methods: theory, applications and distributed computing; theoretical and algorithmic advances in transport problems; applications of metaheuristics to large-scale problems; modeling and numerical simulation of processes in highly heterogeneous media; large-scale models: numerical methods, parallel computations and applications; numerical solvers on many-core systems; cloud and grid computing for resource-intensive scientific applications.

Smoothness and Singular Perturbations of Solutions of Hamilton-Jacobi-Bellman Equations

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ISBN 13 :
Total Pages : 334 pages
Book Rating : 4.:/5 (515 download)

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Book Synopsis Smoothness and Singular Perturbations of Solutions of Hamilton-Jacobi-Bellman Equations by : Shigeaki Koike

Download or read book Smoothness and Singular Perturbations of Solutions of Hamilton-Jacobi-Bellman Equations written by Shigeaki Koike and published by . This book was released on 1989* with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Partial Differential Equations

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Publisher : American Mathematical Soc.
ISBN 13 : 0821849743
Total Pages : 778 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Partial Differential Equations by : Lawrence C. Evans

Download or read book Partial Differential Equations written by Lawrence C. Evans and published by American Mathematical Soc.. This book was released on 2010 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second edition of the now definitive text on partial differential equations (PDE). It offers a comprehensive survey of modern techniques in the theoretical study of PDE with particular emphasis on nonlinear equations. Its wide scope and clear exposition make it a great text for a graduate course in PDE. For this edition, the author has made numerous changes, including a new chapter on nonlinear wave equations, more than 80 new exercises, several new sections, a significantly expanded bibliography. About the First Edition: I have used this book for both regular PDE and topics courses. It has a wonderful combination of insight and technical detail...Evans' book is evidence of his mastering of the field and the clarity of presentation (Luis Caffarelli, University of Texas) It is fun to teach from Evans' book. It explains many of the essential ideas and techniques of partial differential equations ...Every graduate student in analysis should read it. (David Jerison, MIT) I use Partial Differential Equations to prepare my students for their Topic exam, which is a requirement before starting working on their dissertation. The book provides an excellent account of PDE's ...I am very happy with the preparation it provides my students. (Carlos Kenig, University of Chicago) Evans' book has already attained the status of a classic. It is a clear choice for students just learning the subject, as well as for experts who wish to broaden their knowledge ...An outstanding reference for many aspects of the field. (Rafe Mazzeo, Stanford University.

Control and Optimization with PDE Constraints

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Publisher : Springer Science & Business Media
ISBN 13 : 3034806310
Total Pages : 221 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Control and Optimization with PDE Constraints by : Kristian Bredies

Download or read book Control and Optimization with PDE Constraints written by Kristian Bredies and published by Springer Science & Business Media. This book was released on 2013-06-12 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many mathematical models of physical, biological and social systems involve partial differential equations (PDEs). The desire to understand and influence these systems naturally leads to considering problems of control and optimization. This book presents important topics in the areas of control of PDEs and of PDE-constrained optimization, covering the full spectrum from analysis to numerical realization and applications. Leading scientists address current topics such as non-smooth optimization, Hamilton–Jacobi–Bellmann equations, issues in optimization and control of stochastic partial differential equations, reduced-order models and domain decomposition, discretization error estimates for optimal control problems, and control of quantum-dynamical systems. These contributions originate from the “International Workshop on Control and Optimization of PDEs” in Mariatrost in October 2011. This book is an excellent resource for students and researchers in control or optimization of differential equations. Readers interested in theory or in numerical algorithms will find this book equally useful.

Calculus of Variations and Optimal Control Theory

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Publisher : Princeton University Press
ISBN 13 : 0691151873
Total Pages : 255 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Calculus of Variations and Optimal Control Theory by : Daniel Liberzon

Download or read book Calculus of Variations and Optimal Control Theory written by Daniel Liberzon and published by Princeton University Press. This book was released on 2012 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control

Geometric Optimal Control

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Publisher : Springer Science & Business Media
ISBN 13 : 1461438349
Total Pages : 652 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Geometric Optimal Control by : Heinz Schättler

Download or read book Geometric Optimal Control written by Heinz Schättler and published by Springer Science & Business Media. This book was released on 2012-06-26 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a comprehensive treatment of the fundamental necessary and sufficient conditions for optimality for finite-dimensional, deterministic, optimal control problems. The emphasis is on the geometric aspects of the theory and on illustrating how these methods can be used to solve optimal control problems. It provides tools and techniques that go well beyond standard procedures and can be used to obtain a full understanding of the global structure of solutions for the underlying problem. The text includes a large number and variety of fully worked out examples that range from the classical problem of minimum surfaces of revolution to cancer treatment for novel therapy approaches. All these examples, in one way or the other, illustrate the power of geometric techniques and methods. The versatile text contains material on different levels ranging from the introductory and elementary to the advanced. Parts of the text can be viewed as a comprehensive textbook for both advanced undergraduate and all level graduate courses on optimal control in both mathematics and engineering departments. The text moves smoothly from the more introductory topics to those parts that are in a monograph style were advanced topics are presented. While the presentation is mathematically rigorous, it is carried out in a tutorial style that makes the text accessible to a wide audience of researchers and students from various fields, including the mathematical sciences and engineering. Heinz Schättler is an Associate Professor at Washington University in St. Louis in the Department of Electrical and Systems Engineering, Urszula Ledzewicz is a Distinguished Research Professor at Southern Illinois University Edwardsville in the Department of Mathematics and Statistics.

Essential Math for AI

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Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1098107608
Total Pages : 605 pages
Book Rating : 4.0/5 (981 download)

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Book Synopsis Essential Math for AI by : Hala Nelson

Download or read book Essential Math for AI written by Hala Nelson and published by "O'Reilly Media, Inc.". This book was released on 2023-01-04 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: Companies are scrambling to integrate AI into their systems and operations. But to build truly successful solutions, you need a firm grasp of the underlying mathematics. This accessible guide walks you through the math necessary to thrive in the AI field such as focusing on real-world applications rather than dense academic theory. Engineers, data scientists, and students alike will examine mathematical topics critical for AI--including regression, neural networks, optimization, backpropagation, convolution, Markov chains, and more--through popular applications such as computer vision, natural language processing, and automated systems. And supplementary Jupyter notebooks shed light on examples with Python code and visualizations. Whether you're just beginning your career or have years of experience, this book gives you the foundation necessary to dive deeper in the field. Understand the underlying mathematics powering AI systems, including generative adversarial networks, random graphs, large random matrices, mathematical logic, optimal control, and more Learn how to adapt mathematical methods to different applications from completely different fields Gain the mathematical fluency to interpret and explain how AI systems arrive at their decisions

Controlled Markov Processes and Viscosity Solutions

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Publisher : Springer Science & Business Media
ISBN 13 : 0387310711
Total Pages : 436 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Controlled Markov Processes and Viscosity Solutions by : Wendell H. Fleming

Download or read book Controlled Markov Processes and Viscosity Solutions written by Wendell H. Fleming and published by Springer Science & Business Media. This book was released on 2006-02-04 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

On a Discrete Time Approximation of the Hamilton-Jacobi Equation of Dynamic Programming

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Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (123 download)

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Book Synopsis On a Discrete Time Approximation of the Hamilton-Jacobi Equation of Dynamic Programming by : Institut National de Recherche en Informatique et en Automatique

Download or read book On a Discrete Time Approximation of the Hamilton-Jacobi Equation of Dynamic Programming written by Institut National de Recherche en Informatique et en Automatique and published by . This book was released on 1991 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "In this paper we consider optimal control problem [sic] of systems described by ordinary differential equations. We analyze its discrete time approximation and we study the rate of convergence of the approximate solutions to the solution of the original problem. We prove using convex analysis techniques that the rate is of order [formula] in the general case (where [formula] is a constant depending on the problem data), and of order [formula] when semiconcavity hypotheses hold."