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Nonlinear optimal control theory
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Chapman & Hall/CRC applied mathematics & nonlinear science
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xi,380 p. : ill. ; 24cm.
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30000010242558 QA402.35 B47 2013 Open Access Book Book

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Nonlinear Optimal Control Theorypresents a deep, wide-ranging introduction to the mathematical theory of the optimal control of processes governed by ordinary differential equations and certain types of differential equations with memory. Many examples illustrate the mathematical issues that need to be addressed when using optimal control techniques in diverse areas.

Drawing on classroom-tested material from Purdue University and North Carolina State University, the book gives a unified account of bounded state problems governed by ordinary, integrodifferential, and delay systems. It also discusses Hamilton-Jacobi theory. By providing a sufficient and rigorous treatment of finite dimensional control problems, the book equips readers with the foundation to deal with other types of control problems, such as those governed by stochastic differential equations, partial differential equations, and differential games.

Table of Contents

Examples of Control Problems
A Problem of Production Planning
Chemical Engineering
Flight Mechanics
Electrical Engineering
The Brachistochrone Problem
An Optimal Harvesting Problem
Vibration of a Nonlinear Beam
Formulation of Control Problems
Formulation of Problems Governed by Ordinary Differential Equations
Mathematical Formulation
Equivalent Formulations
Isoperimetric Problems and Parameter Optimization
Relationship with the Calculus of Variations
Hereditary Problems
Relaxed Controls
The Relaxed Problem
Compact Constraints
Weak Compactness of Relaxed Controls
Filippov's Lemma
The Relaxed Problem
Non-Compact Constraints
The Chattering Lemma
Approximation to Relaxed Controls
Existence Theorems
Compact Constraints
Non-Existence and Non-Uniqueness of Optimal Controls
Existence of Relaxed Optimal Controls
Existence of Ordinary Optimal Controls
Classes of Ordinary Problems Having Solutions
Inertial Controllers
Systems Linear in the State Variable
Existence Theorems
Non Compact Constraints
Properties of Set Valued Maps
Facts from Analysis
Existence via the Cesari Property
Existence without the Cesari Property
Compact Constraints Revisited
The Maximum Principle and Some of its Applications
A Dynamic Programming Derivation of the Maximum Principle
Statement of Maximum Principle
An Example
Relationship with the Calculus of Variations
Systems Linear in the State Variable
Linear Systems
The Linear Time Optimal Problem
Linear Plant-Quadratic Criterion Problem
Proof of the Maximum Principle
Penalty Proof of Necessary Conditions in Finite Dimensions
The Norm of a Relaxed Control
Compact Constraints
Necessary Conditions for an Unconstrained Problem
The -Problem
The -Maximum Principle
The Maximum Principle
Compact Constraints
Proof of Theorem 6.3.9
Proof of Theorem 6.3.12
Proof of Theorem 6.3.17 and Corollary 6.3.19
Proof of Theorem 6.3.22
The Rocket Car
A Non-Linear Quadratic Example
A Linear Problem with Non-Convex Constraints
A Relaxed Problem
The Brachistochrone Problem
Flight Mechanics
An Optimal Harvesting Problem
Rotating Antenna Example
Systems Governed by Integrodifferential Systems
Problem Statement
Systems Linear in the State Variable
Linear Systems/The Bang-Bang Principle
Systems Governed by Integrodifferential Systems
Linear Plant Quadratic Cost Criterion
A Minimum Principle
Hereditary Systems
Problem Statement and Assumptions
Minimum Principle
Some Linear Systems
Linear Plant-Quadratic Cost
Infinite Dimensional Setting
Bounded State Problems
Statement of the Problem
Optimality Conditions
Limiting Operations
The Bounded State Problem for Integrodifferential Systems
The Bounded State Problem for Ordinary Differential Systems
Further Discussion of the Bounded State Problem
Sufficiency Conditions
Nonlinear Beam Problem
Hamilton-Jacobi Theory
Problem Formulation and Assumptions
Continuity of the Value Function
The Lower Dini Derivate Necessary Condition
The Value as Viscosity Solution
The Value Function as Verification Function
Optimal Synthesis
The Maximum Principle