Infinite Dimensional Optimization and Control Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Infinite Dimensional Optimization and Control Theory write by Hector O. Fattorini. This book was released on 1999-03-28. Infinite Dimensional Optimization and Control Theory available in PDF, EPUB and Kindle. Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Optimal Control Theory for Infinite Dimensional Systems
Optimal Control Theory for Infinite Dimensional Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimal Control Theory for Infinite Dimensional Systems write by Xungjing Li. This book was released on 2012-12-06. Optimal Control Theory for Infinite Dimensional Systems available in PDF, EPUB and Kindle. Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.
Stochastic Optimal Control in Infinite Dimension
Stochastic Optimal Control in Infinite Dimension - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimal Control in Infinite Dimension write by Giorgio Fabbri. This book was released on 2017-06-22. Stochastic Optimal Control in Infinite Dimension available in PDF, EPUB and Kindle. Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Infinite-Dimensional Optimization and Convexity
Infinite-Dimensional Optimization and Convexity - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Infinite-Dimensional Optimization and Convexity write by Ivar Ekeland. This book was released on 1983-09-15. Infinite-Dimensional Optimization and Convexity available in PDF, EPUB and Kindle. The caratheodory approach; Infinite-dimensional optimization; Duality theory.
Robust Control of Infinite Dimensional Systems
Robust Control of Infinite Dimensional Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Robust Control of Infinite Dimensional Systems write by Ciprian Foias. This book was released on 1995-12. Robust Control of Infinite Dimensional Systems available in PDF, EPUB and Kindle. Since its inception, H( optimization theory has become the control methodology of choice in robust feedback analysis and design. This monograph presents an operator theoretic approach to the H( control for disturbed parameter systems, that is, systems which admit infinite dimensional state spaces.
