Optimal control:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
1995
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | A Wiley-interscience publication
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XI, 541 S. graph. Darst. |
| ISBN: | 0471033782 |
Internformat
MARC
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| 100 | 1 | |a Lewis, Frank L. |e Verfasser |4 aut | |
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| 264 | 1 | |a New York [u.a.] |b Wiley |c 1995 | |
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Datensatz im Suchindex
| _version_ | 1809768401520820224 |
|---|---|
| adam_text |
CONTENTS
Preface iii
Chapter 1: Introduction 1
Part 1: Science
Chapter 2: Fundamentals 7
2.1 Problem Formulation, 7
2.2 Decomposition of the Solution Set, 11
2.3 Principle of Conditional Optimization, 11
2.4 Conditional Problems, 12
2.5 Optimality Equation, 13
2.6 Solution Procedure, 13
2.7 Time Out: Direct Enumeration, 15
2.8 Equivalent Conditional Problems, 17
2.9 Modified Problems, 19
2.10 The Role of a Decomposition Scheme, 21
2.11 Updated Definition of a Dynamic Programming Problem, 26
2.12 Existence of Decomposition Schemes, 27
2.13 Summary and a Look Ahead, 29
Chapter 3: Multistage Decision Model 30
3.1 A Prototype Multistage Decision Model, 31
3.2 Problem Versus Problem Formulation, 36
3.3 Policies, 44
3.4 Markovian Policies, 48
3.5 Remarks on the Notation, 51
3.6 Summary, 52
3.7 Bibliographical Notes, 53
Chapter 4: Dynamic Programming: An Outline 55
4.1 Preliminary Analysis, 55
4.2 The Markovian Decomposition Scheme, 59
4.3 Optimality Equation, 64
4.4 Dynamic Programming Problems, 66
4.5 The Final State Model, 72
V
vi CONTENTS
4.6 The Principle of Optimality, 78
4.7 Summary, 80
Chapter 5: Solving the Functional Equation 82
5.1 The Additive Functional Equation, 83
5.2 Truncated Functional Equations, 84
5.3 Nontruncated Functional Equations, 98
5.4 Summary, 107
Chapter 6: Successive Approximations Method 108
6.1 Motivational Analysis, 109
6.2 Preliminaries, 115
6.3 Functional Equations of Type One, 118
6.4 Functional Equations of Type Two, 121
6.5 Truncation Method, 135
6.6 Stationary Models, 139
6.7 Truncation and Successive Approximations, 144
6.8 Summary, 148
6.9 Bibliographical Notes, 148
Chapter 7. Optimal Policies 150
7.1 Preliminary Analysis, 150
7.2 Truncated Functional Equations, 155
7.3 Nontruncated Functional Equations, 161
7.4 Successive Approximations in the Policy Space, 170
7.5 Summary, 173
7.6 Bibliographical Notes, 173
Chapter 8: The Curse of Dimensionality 174
8.1 Motivational Analysis, 174
8.2 Discrete Problems, 177
8.3 Direct Enumeration, 183
8.4 Summary, 184
Chapter 9: A Perspective on Part 1 186
9.1 Choice of Model, 186
9.2 Dynamic Programming Models, 187
9.3 Computational Schemes and Applications, 190
9.4 Summary, 194
CONTENTS vii
Part 2: Art
Chapter 10: Refinements 197
10.1 Weak Markovian Condition, 197
10.2 Ramifications of a Markovian Formulation, 204
10.3 Decomposition Schemes, 206
10.4 Sequential Decision Model, 216
10.5 Summary, 231
10.6 Bibliographical Notes, 231
Chapter 11: The State 232
11.1 Preliminary Analysis, 233
11.2 Mathematical Analysis, 240
11.3 Vertices as States, 253
11.4 Concluding Remarks, 256
11.5 Summary, 257
11.6 Bibliographical Notes, 257
Chapter 12: Parametric Schemes 258
12.1 Motivational Analysis, 258
12.2 A Fractional/Dynamic Programming Scheme, 263
12.3 A C programming/Dynamic Programming Scheme, 268
12.4 The Dynamic Programming/Lagrange Multiplier Scheme, 278
12.5 Summary, 281
12.6 Bibliographical Notes, 281
Chapter 13: The Principle of Optimally 283
13.1 Background Analysis, 283
13.2 Bellman's Principle of Optimality, 287
13.3 Common Interpretation, 290
13.4 Variations on a Theme, 292
13.5 Criticism, 293
13.6 So What Is Amiss? 297
13.7 The Final State Model Revisited, 298
13.8 Bellman's Treatment of Dynamic Programming, 300
13.9 Summary, 305
viii CONTENTS
Part 3: Epilogue
Chapter 14: What Then Is Dynamic Programming? 307
14.1 Review, 308
14.2 Non Optimization Problems, 310
14.3 An Abstract Dynamic Programming Model, 313
14.4 Examples, 321
14.5 The Tower of Hanoi Problem, 332
14.6 Dynamic Programming Without Optimization, 338
14.7 Concluding Remarks, 340
Appendices
Appendix A: Contraction Mapping 342
Appendix B: Fractional Programming 348
Appendix C: C programming 355
Appendix D: The Principle of Optimality in Stochastic Processes 373
Bibliography 379
Index 407 |
| any_adam_object | 1 |
| author | Lewis, Frank L. Syrmos, Vassilis L. |
| author_facet | Lewis, Frank L. Syrmos, Vassilis L. |
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| dewey-full | 629.8312 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 629 - Other branches of engineering |
| dewey-raw | 629.8312 |
| dewey-search | 629.8312 |
| dewey-sort | 3629.8312 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| edition | 2. ed. |
| format | Book |
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| indexdate | 2024-09-10T00:54:02Z |
| institution | BVB |
| isbn | 0471033782 |
| language | English |
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| physical | XI, 541 S. graph. Darst. |
| publishDate | 1995 |
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| spelling | Lewis, Frank L. Verfasser aut Optimal control Frank L. Lewis ; Vassilis L. Syrmos 2. ed. New York [u.a.] Wiley 1995 XI, 541 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier A Wiley-interscience publication Optimización matemática Teoría del control Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Optimalwertregelung (DE-588)4331044-8 gnd rswk-swf Regelungstheorie (DE-588)4122327-5 gnd rswk-swf Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Optimalwertregelung (DE-588)4331044-8 s DE-604 Optimale Kontrolle (DE-588)4121428-6 s Regelungstheorie (DE-588)4122327-5 s Optimierung (DE-588)4043664-0 s 1\p DE-604 Kontrolltheorie (DE-588)4032317-1 s 2\p DE-604 Syrmos, Vassilis L. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007420160&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Lewis, Frank L. Syrmos, Vassilis L. Optimal control Optimización matemática Teoría del control Kontrolltheorie (DE-588)4032317-1 gnd Optimalwertregelung (DE-588)4331044-8 gnd Regelungstheorie (DE-588)4122327-5 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Optimierung (DE-588)4043664-0 gnd |
| subject_GND | (DE-588)4032317-1 (DE-588)4331044-8 (DE-588)4122327-5 (DE-588)4121428-6 (DE-588)4043664-0 |
| title | Optimal control |
| title_auth | Optimal control |
| title_exact_search | Optimal control |
| title_full | Optimal control Frank L. Lewis ; Vassilis L. Syrmos |
| title_fullStr | Optimal control Frank L. Lewis ; Vassilis L. Syrmos |
| title_full_unstemmed | Optimal control Frank L. Lewis ; Vassilis L. Syrmos |
| title_short | Optimal control |
| title_sort | optimal control |
| topic | Optimización matemática Teoría del control Kontrolltheorie (DE-588)4032317-1 gnd Optimalwertregelung (DE-588)4331044-8 gnd Regelungstheorie (DE-588)4122327-5 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Optimierung (DE-588)4043664-0 gnd |
| topic_facet | Optimización matemática Teoría del control Kontrolltheorie Optimalwertregelung Regelungstheorie Optimale Kontrolle Optimierung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007420160&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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