An introduction to mathematical optimal control theory (version 0.2)
Este escrito se enfoca en presentar los fundamentos de la teora̕ de control a travš de un enfoque marcadamente matemt̀ico. Est ̀compuesto por los siguientes capt̕ulos:Introduction. The basic problem; some examples; a geometric solution; overview.Controllability, bang-bang principle. Definitions; qu...
Saved in:
| Other Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Subjects: | |
| Online Access: | An introduction to mathematical optimal control theory (version 0.2) |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000nam a22000004a 4500 | ||
|---|---|---|---|
| 001 | vpro12042 | ||
| 005 | 20201223000000.0 | ||
| 008 | 170927s2017 ck # g## #001 0#eng#d | ||
| 020 | |||
| 022 | |||
| 040 | |a CO-BoINGC | ||
| 041 | 0 | |a eng | |
| 245 | 1 | 0 | |a An introduction to mathematical optimal control theory (version 0.2) |
| 246 | |a Una introduccin̤ a la teora̕ de control matemt̀ico p̤timo (versin̤ 0.2) | ||
| 264 | |a Bogot ̀(Colombia) : |b Revista VirtualPRO, |c 2017 | ||
| 520 | 3 | |a Este escrito se enfoca en presentar los fundamentos de la teora̕ de control a travš de un enfoque marcadamente matemt̀ico. Est ̀compuesto por los siguientes capt̕ulos:Introduction. The basic problem; some examples; a geometric solution; overview.Controllability, bang-bang principle. Definitions; quick review of linear ODE; controllability of linear equations; observability; bang-bang principle; references.Linear time-optimal control. Existence of time-optimal controls; the Maximum Principle for linear time-optimal control; examples; references.The Pontryagin Maximum Principle. Calculus of variations, Hamiltonian dynamics; review of Lagrange multipliers; statement of Pontryagin Maximum Principle; applications and examples; Maximum Principle with transversality conditions; more applications; Maximum Principle with state constraints; more applications; references.Dynamic programming. Derivation of Bellman<U+0092>s PDE; examples; relationship with Pontryagin Maximum Principle; references.Game theory. Definitions; dynamic programming; games and the Pontryagin Maximum Principle; application: war of attrition and attack; references.Introduction to stochastic control theory. Introduction and motivation; review of probability theory, Brownian motion; stochastic differential equations; stochastic calculus, It ̥chain rule; dynamic programming; application: optimal portfolio selection; references.Appendix: Proofs of the Pontryagin Maximum Principle. An informal derivation; simple control variations; free endpoint problem, no running payoff; free endpoint problem with running payoffs; multiple control variations; fixed endpoint problem; references.Exercises References | |
| 650 | \ | \ | |a Control de procesos industriales |
| 650 | \ | \ | |a Control automt̀ico |
| 650 | \ | \ | |a Industrial process control |
| 650 | \ | \ | |a Automatic control |
| 650 | \ | \ | |a Teora̕ de control |
| 650 | \ | \ | |a Controlabilidad |
| 650 | \ | \ | |a Principio bang-bang |
| 650 | \ | \ | |a Principio del mx̀imo de Pontryagin |
| 650 | \ | \ | |a Dinm̀ica hamiltoniana |
| 650 | \ | \ | |a Multiplicadores de Lagrange |
| 650 | \ | \ | |a Control theory |
| 650 | \ | \ | |a Controllability |
| 650 | \ | \ | |a Bang-bang principle |
| 650 | \ | \ | |a Pontryagin maximum principle |
| 650 | \ | \ | |a Hamiltonian dynamics |
| 650 | \ | \ | |a Lagrange multipliers |
| 700 | \ | \ | |a Evans Lawrence Craig |
| 700 | \ | \ | |a University of California, Berkeley |
| 856 | |z An introduction to mathematical optimal control theory (version 0.2) |u https://virtualpro.unach.elogim.com/biblioteca/una-introduccion-a-la-teoria-de-control-matematico-optimo-version-0-2- | ||