The Robust Maximum Principle: Theory and Applications

V.G. Boltyanski

ISBN 10: 0817681515 / ISBN 13: 9780817681517

Edité par Birkhauser Boston Inc, 2011

A propos de cet article

This item is printed on demand. New copy - Usually dispatched within 5-9 working days 843.

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Détails bibliographiques

• Titre: The Robust Maximum Principle: Theory and Applications
• Éditeur: Birkhauser Boston Inc
• Date de parution: 2011
• Langue: anglais
• ISBN à 10 chiffres: 0817681515
• ISBN à 13 chiffres: 9780817681517
• Reliure: Hardback
• État de l'article: New
• Poids: 843 grammes

A propos de ce titre

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.