Indefinite Linear Quadratic Optimal Control
Author : Julian Berberich
Publisher :
Page : pages
File Size : 20,43 MB
Release : 2018
Category :
ISBN :
Author : Julian Berberich
Publisher :
Page : pages
File Size : 20,43 MB
Release : 2018
Category :
ISBN :
Author : Jingrui Sun
Publisher : Springer Nature
Page : 129 pages
File Size : 15,40 MB
Release : 2020-06-29
Category : Mathematics
ISBN : 3030209229
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues – the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Author : Yuanguo Zhu
Publisher : Springer
Page : 211 pages
File Size : 38,2 MB
Release : 2018-08-29
Category : Technology & Engineering
ISBN : 9811321345
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 : Birgit Jacob
Publisher :
Page : 20 pages
File Size : 33,92 MB
Release : 1994
Category :
ISBN :
Author : Brian D. O. Anderson
Publisher : Courier Corporation
Page : 465 pages
File Size : 20,47 MB
Release : 2007-02-27
Category : Technology & Engineering
ISBN : 0486457664
Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory from an engineering viewpoint, with illustrations of practical applications. Key topics include loop-recovery techniques, frequency shaping, and controller reduction. Numerous examples and complete solutions. 1990 edition.
Author : B. Jacob
Publisher :
Page : 0 pages
File Size : 17,4 MB
Release : 1993
Category :
ISBN :
Author : Birgit Jacob
Publisher :
Page : 24 pages
File Size : 20,44 MB
Release : 1994
Category :
ISBN :
Author : Jingrui Sun
Publisher : Springer Nature
Page : 138 pages
File Size : 34,36 MB
Release : 2020-06-29
Category : Mathematics
ISBN : 3030483061
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Author :
Publisher : Academic Press
Page : 229 pages
File Size : 15,70 MB
Release : 2000-04-01
Category : Mathematics
ISBN : 0080956424
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
Author : David J. Clements
Publisher : Springer
Page : 108 pages
File Size : 48,11 MB
Release : 1978
Category : Mathematics
ISBN :