Numerical Methods for Optimal Control Problems with State Constraints

Name: Numerical Methods for Optimal Control Problems with State Constraints
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540662143
Price: 1147 CZK
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Autor: Radoslaw Pytlak

Jazyk:

Vazba: Brožovaná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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While optimality conditions for optimal control problems with state constraints have been extensivel...

Informace o knize

Autor

Radoslaw Pytlak

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1999

Stránek

218

EAN

9783540662143

ISBN

3540662146

Enbook ID

01567043

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

760

Rozměry

155 x 235 x 14

Kompletní popis

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.

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Numerical Methods for Optimal Control Problems with State Constraints

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