000 04845nam a22005175i 4500
001 978-0-8176-8152-4
003 DE-He213
005 20251006084440.0
007 cr nn 008mamaa
008 111104s2012 xxu| s |||| 0|eng d
020 _a9780817681524
020 _a99780817681524
024 7 _a10.1007/978-0-8176-8152-4
_2doi
082 0 4 _a519
_223
100 1 _aBoltyanski, Vladimir G.
_eauthor.
245 1 4 _aThe Robust Maximum Principle
_h[electronic resource] :
_bTheory and Applications /
_cby Vladimir G. Boltyanski, Alexander S. Poznyak.
264 1 _aBoston :
_bBirkhäuser Boston,
_c2012.
300 _aXXII, 432p. 36 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSystems & Control: Foundations & Applications
505 0 _aPreface -- Introduction -- I Topics of Classical Optimal Control -- 1 Maximum Principle -- 2 Dynamic Programming -- 3 Linear Quadratic Optimal Control -- 4 Time-Optimization Problem -- II Tent Method -- 5 Tent Method in Finite Dimensional Spaces -- 6 Extrenal Problems in Banach Space -- III Robust Maximum Principle for Deterministic Systems -- 7 Finite Collection of Dynamic Systems -- 8 Multi-Model Bolza and LQ-Problem -- 9 Linear Multi-Model Time-Optimization -- 10 A Measured Space as Uncertainty Set -- 11 Dynamic Programming for Robust Optimization -- 12 Min-Max Sliding Mode Control -- 13 Multimodel Differential Games -- IV Robust Maximum Principle for Stochastic Systems -- 14 Multi-Plant Robust Control -- 15 LQ-Stochastic Multi-Model Control -- 16 A Compact as Uncertainty Set -- References -- Index.
520 _aBoth refining and extending previous publications by the authors, the material in this monograph has been class-tested in mathematical institutions throughout the world. Covering some of the key areas of optimal control theory (OCT)-a rapidly expanding field that has developed to analyze the optimal behavior of a constrained process over time-the authors use new methods to set out a version of OCT's more refined 'maximum principle' designed to solve the problem of constructing optimal control strategies for uncertain systems where some parameters are unknown. Referred to as a 'min-max' problem, this type of difficulty occurs frequently when dealing with finite uncertain sets. The text begins with a standalone section that reviews classical optimal control theory, covering the principal topics of the maximum principle and dynamic programming and considering the important sub-problems of linear quadratic optimal control and time optimization. Moving on to examine the tent method in detail, the book then presents its core material, which is a more robust maximum principle for both deterministic and stochastic systems. The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. Key features and topics include: * A version of the tent method in Banach spaces * How to apply the tent method to a generalization of the Kuhn-Tucker Theorem as well as the Lagrange Principle for infinite-dimensional spaces * A detailed consideration of the min-max linear quadratic (LQ) control problem * The application of obtained results from dynamic programming derivations to multi-model sliding mode control and multi-model differential games * Two examples, dealing with production planning and reinsurance-dividend management, that illustrate the use of the robust maximum principle in stochastic systems Using powerful new tools in optimal control theory, The Robust Maximum Principle explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
650 0 _aMATHEMATICS.
650 0 _aSYSTEMS THEORY.
650 0 _aMATHEMATICAL OPTIMIZATION.
650 0 _aENGINEERING MATHEMATICS.
650 0 _aVIBRATION.
650 1 4 _aMATHEMATICS.
650 2 4 _aSYSTEMS THEORY, CONTROL.
650 2 4 _aCONTROL.
650 2 4 _aCALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION.
650 2 4 _aVIBRATION, DYNAMICAL SYSTEMS, CONTROL.
650 2 4 _aAPPL.MATHEMATICS/COMPUTATIONAL METHODS OF ENGINEERING.
700 1 _aPoznyak, Alexander S.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780817681517
830 0 _aSystems & Control: Foundations & Applications
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-8176-8152-4
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c59855
_d59855