The Robust Maximum Principle - Couverture rigide

Boltyanski

Couverture rigide

ISBN 10 : 0817681515 ISBN 13 : 9780817681517

Editeur : Springer, 2011

Synopsis

Both 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. Known 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. 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.

Using powerful new tools in optimal control theory, this book 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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2011
• Langue: anglais
• ISBN 10: 0817681515
• ISBN 13: 9780817681517
• Reliure: Relié
• Nombre de pages: 456
• Coordonnées du fabricant: Buchpark GmbH; https://www.buchpark.de; ; Krügerweg 1; Trebbin; Brandenburg; 14959; Allemagne