Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
New Dynamic Programming Approaches To Stochastic Optimal Control Problems In Chemical Engineering Microform
Download New Dynamic Programming Approaches To Stochastic Optimal Control Problems In Chemical Engineering Microform full books in PDF, epub, and Kindle. Read online New Dynamic Programming Approaches To Stochastic Optimal Control Problems In Chemical Engineering Microform ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis New Dynamic Programming Approaches to Stochastic Optimal Control Problems in Chemical Engineering [microform] by : Adrian Martell Thompson
Download or read book New Dynamic Programming Approaches to Stochastic Optimal Control Problems in Chemical Engineering [microform] written by Adrian Martell Thompson and published by Library and Archives Canada = Bibliothèque et Archives Canada. This book was released on 2005 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second algorithm, a policy iteration (PI) variant employing Nystrom's discretization method, allows computation of continuous stochastic ROC policies without quadrature, function approximation, interpolation, or Monte Carlo methods. Lipschitz continuity assumptions allow reformulation of the original problem into an equivalent finite state problem solvable in a Luus-Jaakola global optimization framework. This enables exponential computation reductions relative to standard PI. Simulations, involving stochastic ROC of a nonlinear reactor, exhibited a 99.9% reduction in computation with identical accuracy. Additionally, the average performance of the policy obtained was 58.2% better than the certainty equivalence policy. The first, a Monte Carlo extension of iterative dynamic programming (IDP), reduces discretization requirements by restricting the control policy to the dominant portion of the state space. A proof of strong probabilistic convergence of IDP is derived, and is shown to extend to the new stochastic IDP (SIDP) algorithm. Simulations demonstrate that SIDP can provide significant COD mitigation in DAC applications, relative to the standard SDP approach. Specifically, a 96% computation reduction, 92% storage reduction and less than 2% accuracy loss were simultaneously achieved using SIDP. Optimal control of chemical processes in the presence of stochastic model uncertainty is addressed. Contributions are made in two areas of process control interest: dual adaptive control (DAC) and robust optimal control (ROC). These are synergistic in that DAC involves sequences of stochastic ROC problems. In chemical engineering, these problems typically have continuous state and control spaces, and are subject to a curse of dimensionality (COD) within the stochastic dynamic programming (SDP) framework. The main novelty presented here is the method by which this COD is mitigated. Existing methods to mitigate the COD include state space aggregation, function approximation (FA), or exploitation of problem structure, e.g. system linearity. The first two yield problems of reduced but still large complexity. The third is problem specific and does not generalize well to non-linear, non-convex or non-Gaussian structures. Here, two new algorithms are developed that mitigate the COD without these simplifications, with only minimal restrictions imposed on problem structure.
Book Synopsis Dynamic Programming in Chemical Engineering and Process Control by Sanford M Roberts by : Sanford M. Roberts
Download or read book Dynamic Programming in Chemical Engineering and Process Control by Sanford M Roberts written by Sanford M. Roberts and published by Elsevier. This book was released on 1964-01-01 with total page 473 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; and methods 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 particular branches, 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 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 Optimal Design of Control Systems by : Gennadii E. Kolosov
Download or read book Optimal Design of Control Systems written by Gennadii E. Kolosov and published by CRC Press. This book was released on 2020-08-26 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."
Book Synopsis Stochastic Control Theory by : Makiko Nisio
Download or read book Stochastic Control Theory written by Makiko Nisio and published by Springer. This book was released on 2014-11-27 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-max principle, to be precise). Using semi-discretization arguments, we construct the nonlinear semigroups whose generators provide lower and upper Isaacs equations. Concerning partially observable control problems, we refer to stochastic parabolic equations driven by colored Wiener noises, in particular, the Zakai equation. The existence and uniqueness of solutions and regularities as well as Itô's formula are stated. A control problem for the Zakai equations has a nonlinear semigroup whose generator provides the HJB equation on a Banach space. The value function turns out to be a unique viscosity solution for the HJB equation under mild conditions. This edition provides a more generalized treatment of the topic than does the earlier book Lectures on Stochastic Control Theory (ISI Lecture Notes 9), where time-homogeneous cases are dealt with. Here, for finite time-horizon control problems, DPP was formulated as a one-parameter nonlinear semigroup, whose generator provides the HJB equation, by using a time-discretization method. The semigroup corresponds to the value function and is characterized as the envelope of Markovian transition semigroups of responses for constant control processes. Besides finite time-horizon controls, the book discusses control-stopping problems in the same frameworks.
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 in Chemical Engineering and Process Control by : Sanford M. Roberts
Download or read book Dynamic Programming in Chemical Engineering and Process Control written by Sanford M. Roberts and published by Elsevier Science & Technology. This book was released on 1964 with total page 480 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; and methods 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 particular branches, 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 Optimization Over Time by : Peter Whittle
Download or read book Optimization Over Time written by Peter Whittle and published by . This book was released on 1982 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Computational Dynamic Programming for Stochastic Optimal Control on a Vector Multiprocessor by : Floyd B. Hanson
Download or read book Computational Dynamic Programming for Stochastic Optimal Control on a Vector Multiprocessor written by Floyd B. Hanson and published by . This book was released on 1988 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Vehicle Propulsion Systems by : Lino Guzzella
Download or read book Vehicle Propulsion Systems written by Lino Guzzella and published by Springer Science & Business Media. This book was released on 2007-09-21 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors of this text have written a comprehensive introduction to the modeling and optimization problems encountered when designing new propulsion systems for passenger cars. It is intended for persons interested in the analysis and optimization of vehicle propulsion systems. Its focus is on the control-oriented mathematical description of the physical processes and on the model-based optimization of the system structure and of the supervisory control algorithms.
Book Synopsis Chemical Engineering Dynamics by : John Ingham
Download or read book Chemical Engineering Dynamics written by John Ingham and published by John Wiley & Sons. This book was released on 2008-02-08 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the modelling of dynamic chemical engineering processes is presented in a highly understandable way using the unique combination of simplified fundamental theory and direct hands-on computer simulation. The mathematics is kept to a minimum, and yet the nearly 100 examples supplied on www.wiley-vch.de illustrate almost every aspect of chemical engineering science. Each example is described in detail, including the model equations. They are written in the modern user-friendly simulation language Berkeley Madonna, which can be run on both Windows PC and Power-Macintosh computers. Madonna solves models comprising many ordinary differential equations using very simple programming, including arrays. It is so powerful that the model parameters may be defined as "sliders", which allow the effect of their change on the model behavior to be seen almost immediately. Data may be included for curve fitting, and sensitivity or multiple runs may be performed. The results can be seen simultaneously on multiple-graph windows or by using overlays. The resultant learning effect of this is tremendous. The examples can be varied to fit any real situation, and the suggested exercises provide practical guidance. The extensive experience of the authors, both in university teaching and international courses, is reflected in this well-balanced presentation, which is suitable for the teacher, the student, the chemist or the engineer. This book provides a greater understanding of the formulation and use of mass and energy balances for chemical engineering, in a most stimulating manner. This book is a third edition, which also includes biological, environmental and food process examples.
Book Synopsis International Computer Bibliography by : Stichting Studiecentrum voor Administratieve Automatisering
Download or read book International Computer Bibliography written by Stichting Studiecentrum voor Administratieve Automatisering and published by . This book was released on 1968 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Engineering Optimization by : G. V. Reklaitis
Download or read book Engineering Optimization written by G. V. Reklaitis and published by Wiley-Interscience. This book was released on 1983 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt: A basic text for engineering students and practicing engineers dealing with design problems in all engineering disciplines. Optimization algorithms are developed through illustrative examples. Includes numerical results on the efficiencies of various algorithms, comparison of constrained-optimization methods, and strategies for optimization studies. Also includes several actual case studies.
Book Synopsis Control Problems in Robotics by : Antonio Bicchi
Download or read book Control Problems in Robotics written by Antonio Bicchi and published by Springer Science & Business Media. This book was released on 2007-07-12 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ?eld of robotics continues to ?ourish and develop. In common with general scienti?c investigation, new ideas and implementations emerge quite spontaneously and these are discussed, used, discarded or subsumed at c- ferences, in the reference journals, as well as through the Internet. After a little more maturity has been acquired by the new concepts, then archival publication as a scienti?c or engineering monograph may occur. The goal of the Springer Tracts in Advanced Robotics is to publish new developments and advances in the ?elds of robotics research – rapidly and informally but with a high quality. It is hoped that prospective authors will welcome the opportunity to publish a structured presentation of some of the emerging robotics methodologies and technologies. The edited volume by Antonio Bicchi, Henrik Christensen and Domenico Prattichizzo is the outcome of the second edition of a workshop jointly sponsored by the IEEE Control Systems Society and the IEEE Robotics and Automation Society. Noticeably, the previous volume was published in the Springer Lecture Notes on Control and Information Sciences. The authors are recognised as leading scholars internationally. A n- ber of challenging control problems on the forefront of today’s research in robotics and automation are covered, with special emphasis on vision, sensory-feedback control, human-centered robotics, manipulation, planning, ?exible and cooperative robots, assembly systems.
Book Synopsis Selected Water Resources Abstracts by :
Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1981 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Chemical Engineering Progress written by and published by . This book was released on 1969 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Optimization by : Johannes Schneider
Download or read book Stochastic Optimization written by Johannes Schneider and published by Springer Science & Business Media. This book was released on 2007-08-06 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second deals with benchmark problems in depth, by applying a selection of optimization procedures. Written primarily with scientists and students from the physical and engineering sciences in mind, this book addresses a larger community of all who wish to learn about stochastic optimization techniques and how to use them.
![Download New Dynamic Programming Approaches to Stochastic Optimal Control Problems in Chemical Engineering [microform] PDF Online Free](https://books.google.com/books/content/images/frontcover/w0OPtgAACAAJ?fife=w200-h370)
