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Author : Luis H. R. Alvarez
Publisher :
ISBN 13 : 9789518807073
Total Pages : pages
Book Rating : 4.8/5 (7 download)
Download or read book Timing Uncertainty and Optimal Control written by Luis H. R. Alvarez and published by . This book was released on 1991 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yuanguo Zhu
Publisher : Springer
ISBN 13 : 9811321345
Total Pages : 211 pages
Book Rating : 4.8/5 (113 download)
Download or read book Uncertain Optimal Control written by Yuanguo Zhu and published by Springer. This book was released on 2018-08-29 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games. The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.
Author : Yuanguo Zhu
Publisher :
ISBN 13 : 9789811321351
Total Pages : 208 pages
Book Rating : 4.3/5 (213 download)
Download or read book Uncertain Optimal Control written by Yuanguo Zhu and published by . This book was released on 2019 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games. The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.
Author : Henry Joseph McKinley
Publisher :
ISBN 13 :
Total Pages : 254 pages
Book Rating : 4.E/5 ( download)
Download or read book Reducing the Effects of Parameter Uncertainty in Time-optimal Control Systems written by Henry Joseph McKinley and published by . This book was released on 1971 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert F. Stengel
Publisher : Courier Corporation
ISBN 13 : 0486134814
Total Pages : 674 pages
Book Rating : 4.4/5 (861 download)
Download or read book Optimal Control and Estimation written by Robert F. Stengel and published by Courier Corporation. This book was released on 2012-10-16 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invaluable as a reference for those already familiar with the subject." — Automatica.
Author : Dongying Erin Shen
Publisher :
ISBN 13 :
Total Pages : 121 pages
Book Rating : 4.:/5 (13 download)
Download or read book Optimal Control of Dynamical Systems with Time-invariant Probabilistic Parametric Uncertainties written by Dongying Erin Shen and published by . This book was released on 2018 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: The importance of taking model uncertainties into account during controller design is well established. Although this theory is well developed and quite mature, the worst-case uncertainty descriptions assumed in robust control formulations are incompatible with the uncertainty descriptions generated by commercial model identification software that produces time-invariant parameter uncertainties typically in the form of probability distribution functions. This doctoral thesis derives rigorous theory and algorithms for the optimal control of dynamical systems with time-invariant probabilistic uncertainties. The main contribution of this thesis is new feedback control design algorithms for linear time-invariant systems with time-invariant probabilistic parametric uncertainties and stochastic noise. The originally stochastic system of equations is transformed into an equivalent deterministic system of equations using polynomial chaos (PC) theory. In addition, the H2- and H[infinity symbol]-norms commonly used to describe the effect of stochastic noise on output are transformed such that the eventual closed-loop performance is insensitive to parametric uncertainties. A robustifying constant is used to enforce the closed-loop stability of the original system of equations. This approach results in the first PC-based feedback control algorithm with proven closed-loop stability, and the first PC-based feedback control formulation that is applicable to the design of fixed-order state and output feedback control designs. The numerical algorithm for the control design is formulated as optimization over bilinear matrix inequality (BMI) constraints, for which commercial software is available. The effectiveness of the approach is demonstrated in two case studies that include a continuous pharmaceutical manufacturing process. In addition to model uncertainties, chemical processes must operate within constraints, such as upper and lower bounds on the magnitude and rate of change of manipulated and/or output variables. The thesis also demonstrates an optimal feedback control formulation that explicitly addresses both constraints and time-invariant probabilistic parameter uncertainties for linear time-invariant systems. The H2-optimal feedback controllers designed using the BMI formulations are incorporated into a fast PC-based model predictive control (MPC) formulation. A numerical case study demonstrates the improved constraint satisfaction compared to past polynomial chaos-based formulations for model predictive control.
Author : Sean Holly
Publisher : Cambridge University Press
ISBN 13 : 0521264448
Total Pages : 258 pages
Book Rating : 4.5/5 (212 download)
Download or read book Optimal Control, Expectations and Uncertainty written by Sean Holly and published by Cambridge University Press. This book was released on 1989-07-20 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: An examination of how the rational expectations revolution and game theory have enhanced the understanding of how an economy functions.
Author : Gonen Singer
Publisher :
ISBN 13 :
Total Pages : 236 pages
Book Rating : 4.:/5 (234 download)
Download or read book Time-dependent Hedging Policies for Optimal Control of a System Under Uncertainty written by Gonen Singer and published by . This book was released on 2006 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Horacio Luis Velasco Vivas
Publisher :
ISBN 13 :
Total Pages : 462 pages
Book Rating : 4.:/5 (153 download)
Download or read book Real-time Control of Reservoirs Under Uncertainty written by Horacio Luis Velasco Vivas and published by . This book was released on 1986 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ian R. Petersen
Publisher : Springer Science & Business Media
ISBN 13 : 1447104471
Total Pages : 458 pages
Book Rating : 4.4/5 (471 download)
Download or read book Robust Control Design Using H-∞ Methods written by Ian R. Petersen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a unified collection of important recent results for the design of robust controllers for uncertain systems, primarily based on H8 control theory or its stochastic counterpart, risk sensitive control theory. Two practical applications are used to illustrate the methods throughout.
Author : Huyên Pham
Publisher : Springer Science & Business Media
ISBN 13 : 3540895000
Total Pages : 243 pages
Book Rating : 4.5/5 (48 download)
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.
Author : George Yin
Publisher : Springer
ISBN 13 : 3030254984
Total Pages : 599 pages
Book Rating : 4.0/5 (32 download)
Download or read book Modeling, Stochastic Control, Optimization, and Applications written by George Yin and published by Springer. This book was released on 2019-07-16 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Author : Kok Lay Teo
Publisher : Springer Nature
ISBN 13 : 3030699137
Total Pages : 581 pages
Book Rating : 4.0/5 (36 download)
Download or read book Applied and Computational Optimal Control written by Kok Lay Teo and published by Springer Nature. This book was released on 2021-05-24 with total page 581 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to furnish the reader with a rigorous and detailed exposition of the concept of control parametrization and time scaling transformation. It presents computational solution techniques for a special class of constrained optimal control problems as well as applications to some practical examples. The book may be considered an extension of the 1991 monograph A Unified Computational Approach Optimal Control Problems, by K.L. Teo, C.J. Goh, and K.H. Wong. This publication discusses the development of new theory and computational methods for solving various optimal control problems numerically and in a unified fashion. To keep the book accessible and uniform, it includes those results developed by the authors, their students, and their past and present collaborators. A brief review of methods that are not covered in this exposition, is also included. Knowledge gained from this book may inspire advancement of new techniques to solve complex problems that arise in the future. This book is intended as reference for researchers in mathematics, engineering, and other sciences, graduate students and practitioners who apply optimal control methods in their work. It may be appropriate reading material for a graduate level seminar or as a text for a course in optimal control.
Author : Donald S. Macko
Publisher :
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.:/5 (227 download)
Download or read book Uncertainty and Optimal Control written by Donald S. Macko and published by . This book was released on 1962 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: The success of so-called optimal control is investigated, by comparing the performance of an optimal control system to the performance of a control system considered as suboptimal, for non-trivial situations where uncertainties regarding the future behavior of the system or its environment exist. It is shown by analytical considerations that optimal control is successful only in limited and restricted circumstances and, more so, that the introduction of optimal control can deteriorate rather than improve the over-all system performance. Some criteria are suggested upon which a decision can be based regarding an optimal control mode. A number of numerical examples are presented in order to indicate the regions in uncertainty space where the optimal control is successful and the regions where the control considered as suboptimal is better than the so-called optimal control. (Author).
Author : Svetlin G. Georgiev
Publisher : Springer Nature
ISBN 13 : 3030761320
Total Pages : 882 pages
Book Rating : 4.0/5 (37 download)
Download or read book Fuzzy Dynamic Equations, Dynamic Inclusions, and Optimal Control Problems on Time Scales written by Svetlin G. Georgiev and published by Springer Nature. This book was released on 2021-07-15 with total page 882 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of dynamic equations has many interesting applications in control theory, mathematical economics, mathematical biology, engineering and technology. In some cases, there exists uncertainty, ambiguity, or vague factors in such problems, and fuzzy theory and interval analysis are powerful tools for modeling these equations on time scales. The aim of this book is to present a systematic account of recent developments; describe the current state of the useful theory; show the essential unity achieved in the theory fuzzy dynamic equations, dynamic inclusions and optimal control problems on time scales; and initiate several new extensions to other types of fuzzy dynamic systems and dynamic inclusions. The material is presented in a highly readable, mathematically solid format. Many practical problems are illustrated, displaying a wide variety of solution techniques. The book is primarily intended for senior undergraduate students and beginning graduate students of engineering and science courses. Students in mathematical and physical sciences will find many sections of direct relevance.
Author : Gerasimos Rigatos
Publisher : Cambridge Scholars Publishing
ISBN 13 : 1527562468
Total Pages : 741 pages
Book Rating : 4.5/5 (275 download)
Download or read book Advances in Applied Nonlinear Optimal Control written by Gerasimos Rigatos and published by Cambridge Scholars Publishing. This book was released on 2020-11-19 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume discusses advances in applied nonlinear optimal control, comprising both theoretical analysis of the developed control methods and case studies about their use in robotics, mechatronics, electric power generation, power electronics, micro-electronics, biological systems, biomedical systems, financial systems and industrial production processes. The advantages of the nonlinear optimal control approaches which are developed here are that, by applying approximate linearization of the controlled systems’ state-space description, one can avoid the elaborated state variables transformations (diffeomorphisms) which are required by global linearization-based control methods. The book also applies the control input directly to the power unit of the controlled systems and not on an equivalent linearized description, thus avoiding the inverse transformations met in global linearization-based control methods and the potential appearance of singularity problems. The method adopted here also retains the known advantages of optimal control, that is, the best trade-off between accurate tracking of reference setpoints and moderate variations of the control inputs. The book’s findings on nonlinear optimal control are a substantial contribution to the areas of nonlinear control and complex dynamical systems, and will find use in several research and engineering disciplines and in practical applications.
Author : Khanh D. Pham
Publisher : Springer Science & Business Media
ISBN 13 : 1461450799
Total Pages : 157 pages
Book Rating : 4.4/5 (614 download)
Download or read book Linear-Quadratic Controls in Risk-Averse Decision Making written by Khanh D. Pham and published by Springer Science & Business Media. This book was released on 2012-10-23 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems.
