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: 50.19 EUR
Availability: InStock

Autor: Radoslaw Pytlak

Jazyk:

Väzba: Brožovaná

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

Dostupnosť: Skladom u dodávateľa

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

Informácie o knihe

Autor

Radoslaw Pytlak

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

1999

Stránok

218

EAN

9783540662143

ISBN

3540662146

Enbook ID

01567043

Vydavateľ

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnosť

760

Rozmery

155 x 235 x 14

Kompletný 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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