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Bibliographic Details
Main Authors:	Lewis, Frank L. (Author), Syrmos, Vassilis L. (Author)
Format:	Book
Language:	English
Published:	New York [u.a.] Wiley 1995
Edition:	2. ed.
Series:	A Wiley-interscience publication
Subjects:	Optimización matemática Teoría del control Kontrolltheorie Optimalwertregelung Regelungstheorie Optimale Kontrolle Optimierung
Online Access:	Inhaltsverzeichnis
Physical Description:	XI, 541 S. graph. Darst.
ISBN:	0471033782

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MARC


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Record in the Search Index

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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
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discipline	Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik
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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
work_keys_str_mv	AT lewisfrankl optimalcontrol AT syrmosvassilisl optimalcontrol

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