Holdings: Optimal control from theory to computer programs

Optimal control from theory to computer programs:

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Bibliographic Details
Main Authors:	Arnăutu, Viorel (Author), Neittaanmäki, Pekka 1951- (Author)
Format:	Book
Language:	English
Published:	Dordrecht <<[u.a.]>> Kluwer 2003
Series:	Solid mechanics and its applications 111
Online Access:	Inhaltsverzeichnis lizenzfrei Inhaltsverzeichnis Inhaltsverzeichnis
Physical Description:	X, 324 S. graph. Darst.
ISBN:	1402017715

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MARC


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adam_text	OPTIMAL CONTROL FROM THEORY TO COMPUTER PROGRAMS BY VIOREL ARNAEUTU UNIVERSITY ALL. CUZA IASI, ROMANIA AND PEKKA NEITTAANMAEKI UNIVERSITY OFJYVAESKYLAE, JYVAESKYLAE, FINLAND MI KLUWER ACADEMIC PUBLISHERS DORDRECHT / BOSTON / LONDON CONTENTS FOREWORD IX 1. SELECTED TOPICS FROM FUNCTIONAL AND CONVEX ANALYSIS 1 1 DIFFERENTIABILITY TOPICS 1 2 CONVEX FUNCTIONALS 9 2. OPTIMIZATION PROBLEMS 23 1 EXISTENCE AND UNIQUENESS RESULTS FOR MINIMIZATION PROBLEMS 23 2 THE AZIMUTH MARK METHOD 28 3 THE STEEPEST DESCENT METHOD 31 4 PROJECTION OPERATORS IN HUBERT SPACES 38 5 PROJECTED GRADIENT METHODS 40 3. NUMERICAL APPROXIMATION OF ELLIPTIC VARIATIONAL PROBLEMS 47 1 AN EXAMPLE FROM FLUID MECHANICS PROBLEMS IN MEDIA WITH SEMI-PERMEABLE BOUNDARIES 47 2 THE GENERAL FORM OF ELLIPTIC VARIATIONAL INEQUALITIES 53 3 THE INTERNAL APPROXIMATION OF ELLIPTIC VARIATIONAL INEQUALITIES 58 4 THE FINITE ELEMENT METHOD. ERROR ESTIMATES 64 5 OPTIMIZATION METHODS 75 5.1 THE SUCCESSIVE APPROXIMATIONS METHOD 75 5.2 THE PENALIZATION METHOD 76 5.3 THE LAGRANGE MULTIPLIERS METHOD 81 6 COMPUTER REALIZATION OF THE OPTIMIZATION METHODS 86 6.1 THE SEEPAGE FLOW OF WATER THROUGH A HOMOGENEOUS RECTANGULAR DAM 87 6.2 THE SUCCESSIVE APPROXIMATIONS METHOD 90 VI OPTIMAL CONTROL FROM THEORY TO COMPUTER PROGRAMS 6.3 THE PENALIZATION METHOD 95 6.4 THE LAGRANGE MULTIPLIERS METHOD 102 4. INDIRECT METHODS FOR OPTIMAL CONTROL PROBLEMS 109 1 THE ELIMINATION OF THE STATE 109 2 AN OPTIMAL CONTROL PROBLEM RELATED TO THE INVERSE STEFAN PROBLEM 117 2.1 THE ONE-PHASE STEFAN PROBLEM 117 2.2 THE INVERSE STEFAN PROBLEM AND THE RELATED OPTIMAL CONTROL PROBLEM 120 2.3 THE NUMERICAL REALIZATION OF THE ALGORITHM ALG-R 127 3 OPTIMAL CONTROL FOR A TWO-PHASE STEFAN PROBLEM 143 3.1 THE TWO-PHASE STEFAN PROBLEM 143 3.2 THE OPTIMAL CONTROL PROBLEM 150 3.3 A NUMERICAL ALGORITHM 158 5. A CONTROL PROBLEM FOR A CLASS OF EPIDEMICS 163 1 STATEMENT OF THE CONTROL PROBLEM 163 2 THE NUMERICAL REALIZATION OF THE ALGORITHM 171 6. OPTIMAL CONTROL FOR PLATE PROBLEMS 185 1 DECOMPOSITION OF FOURTH ORDER ELLIPTIC EQUATIONS 185 2 THE CLAMPED PLATE PROBLEM 187 3 OPTIMIZATION OF PLATES 200 4 A FOURTH-ORDER VARIATIONAL INEQUALITY 205 7. DIRECT NUMERICAL METHODS FOR OPTIMAL CONTROL PROBLEMS 213 1 THE ABSTRACT OPTIMAL CONTROL PROBLEM 214 2 THE QUADRATIC PROGRAMMING PROBLEM 215 3 INTERIOR-POINT METHODS FOR THE SOLUTION OF PROBLEM (QP) 220 4 NUMERICAL SOLUTION OF THE LINEAR SYSTEM 230 4.1 KRYLOV SUBSPACE ALGORITHMS 230 4.2 CONVERGENCE PROPERTIES 233 4.3 THE IMPLEMENTATION OF THE ALGORITHMS 234 5 PRECONDITIONING 247 5.1 PRECONDITIONING FOR MINRES AND S YMMLQ 247 5.2 PRECONDITIONING FOR THE KKT SYSTEM 254 CONTENTS VN 8. STOCHASTIC CONTROL PROBLEMS 269 1 STOCHASTIC PROCESSES 269 2 STOCHASTIC CONTROL PROBLEMS. AN INTRODUCTION 281 3 THE HAMILTON-JACOBI-BELLMAN EQUATIONS 287 4 THE MARKOV CHAIN APPROXIMATION 290 5 NUMERICAL ALGORITHMS 303 5.1 APPROXIMATION IN POLICY SPACE 304 5.2 APPROXIMATION IN VALUE SPACE 306 5.3 COMPUTATIONAL PROBLEMS 309 REFERENCES 315 TOPIC INDEX 319 AUTHOR INDEX
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spelling	Arnăutu, Viorel Verfasser aut Optimal control from theory to computer programs by Viorel Arnăutu and Pekka Neittaanmäki Dordrecht <<[u.a.]>> Kluwer 2003 X, 324 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Solid mechanics and its applications 111 Neittaanmäki, Pekka 1951- Verfasser (DE-588)132647702 aut Solid mechanics and its applications 111 (DE-604)BV004342211 111 http://www.gbv.de/dms/ilmenau/toc/372490263.PDF lizenzfrei Inhaltsverzeichnis http://www.loc.gov/catdir/enhancements/fy0823/2003067419-d.html Publisher description lizenzfrei http://www.loc.gov/catdir/enhancements/fy0823/2003067419-t.html lizenzfrei Inhaltsverzeichnis GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018595259&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	Arnăutu, Viorel Neittaanmäki, Pekka 1951- Optimal control from theory to computer programs Solid mechanics and its applications
title	Optimal control from theory to computer programs
title_auth	Optimal control from theory to computer programs
title_exact_search	Optimal control from theory to computer programs
title_full	Optimal control from theory to computer programs by Viorel Arnăutu and Pekka Neittaanmäki
title_fullStr	Optimal control from theory to computer programs by Viorel Arnăutu and Pekka Neittaanmäki
title_full_unstemmed	Optimal control from theory to computer programs by Viorel Arnăutu and Pekka Neittaanmäki
title_short	Optimal control from theory to computer programs
title_sort	optimal control from theory to computer programs
url	http://www.gbv.de/dms/ilmenau/toc/372490263.PDF http://www.loc.gov/catdir/enhancements/fy0823/2003067419-d.html http://www.loc.gov/catdir/enhancements/fy0823/2003067419-t.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018595259&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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