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The Resource The robust maximum principle : theory and applications, by Vladimir G. Boltyanski, Alexander S. Poznyak

The robust maximum principle : theory and applications, by Vladimir G. Boltyanski, Alexander S. Poznyak

Label
The robust maximum principle : theory and applications
Title
The robust maximum principle
Title remainder
theory and applications
Statement of responsibility
by Vladimir G. Boltyanski, Alexander S. Poznyak
Creator
Contributor
Subject
Language
eng
Summary
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. 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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1925-2019
http://library.link/vocab/creatorName
Bolti︠a︡nskiĭ, V. G.
Dewey number
519.6
Index
index present
LC call number
QA402.5
LC item number
.B65 2012eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Poznyak, Alexander S
Series statement
Systems & control : foundations & applications
http://library.link/vocab/subjectName
  • Mathematical optimization
  • Control theory
  • Mathematics
  • Models, Theoretical
  • Systems Theory
  • Engineering
  • Vibration
  • MATHEMATICS
  • MATHEMATICS
  • Control theory
  • Mathematical optimization
Label
The robust maximum principle : theory and applications, by Vladimir G. Boltyanski, Alexander S. Poznyak
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 423-428) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
pt. 1. Topics of classical optional control -- pt. 2. The tent method -- pt. 3. Robust maximum principle for deterministic systems -- pt. 4. Robust maximum principle for stochastic systems
Control code
761199703
Dimensions
unknown
Extent
1 online resource (xxii, 432 pages).
File format
unknown
Form of item
online
Isbn
9780817681524
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)761199703
Label
The robust maximum principle : theory and applications, by Vladimir G. Boltyanski, Alexander S. Poznyak
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 423-428) and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
pt. 1. Topics of classical optional control -- pt. 2. The tent method -- pt. 3. Robust maximum principle for deterministic systems -- pt. 4. Robust maximum principle for stochastic systems
Control code
761199703
Dimensions
unknown
Extent
1 online resource (xxii, 432 pages).
File format
unknown
Form of item
online
Isbn
9780817681524
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)761199703

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