Applied and computational optimal control : a control parametrization approach / Kok Lay Teo, Bin Li, Changjun Yu, Volker Rehbock.

The aim of this book is to furnish the reader with a rigorous and detailed exposition of the concept of control parametrization and time scaling transformation. It presents computational solution techniques for a special class of constrained optimal control problems as well as applications to some p...

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Bibliographic Details
Main Authors: Teo, K. L. (Author), Li, Bin (Author), Yu, Changjun (Author), Rehbock, Volker (Author)
Format: eBook
Language:English
Published: Cham : Springer, 2021.
Series:Springer optimization and its applications ; v. 171.
Subjects:
Online Access:Click for online access
Table of Contents:
  • 1. Introduction
  • 2. Unconstrained Optimization Techniques
  • 3. Constrained Mathematical Programming
  • 4. Optimization Problems Subject to Continuous Inequality Constraints
  • 5. Discrete Time Optimal Control Problems
  • 6. Elements of Optimal Control Theory
  • 7. Gradient Formulae for Optimal Parameter Selection Problems
  • 8. Control Parameterization for Canonical Optimal Control Problems
  • 9. Optimal Control Problems with State and Control Constraints.-10. Time-Lag Optimal Control Problems
  • 11. Feedback Control
  • 12. On Some Special Classes of Stochastic Optimal Control Problems
  • A.1. Elements of Mathematical Analysis
  • A.2 Global Optimization via Filled Function Approach. A.3. Elements of Probability Theory
  • References.