The sequential quadratic Hamiltonian method: solving optimal control problems
"The sequential quadratic Hamiltonian (SQH) method is a novel numerical optimization procedure for solving optimal control problems governed by differential models. It is based on the characterisation of optimal controls in the framework of the Pontryagin maximum principle (PMP). The SQH method...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton ; London ; New York
CRC Press
2023
|
| Ausgabe: | First edition |
| Schriftenreihe: | Numerical analysis and scientific computing series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | "The sequential quadratic Hamiltonian (SQH) method is a novel numerical optimization procedure for solving optimal control problems governed by differential models. It is based on the characterisation of optimal controls in the framework of the Pontryagin maximum principle (PMP). The SQH method is a powerful computational methodology that is capable of development in many directions. The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems discusses its analysis and use in solving nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks. This book may serve as a textbook for undergraduate and graduate students, and as an introduction for researchers in sciences and engineering who intend to further develop the SQH method or wish to use it as a numerical tool for solving challenging optimal control problems and for investigating the Pontryagin maximum principle on new optimisation problems. Provides insight into mathematical and computational issues concerning optimal control problems, while discussing many differential models of interest in different disciplines. Suitable for undergraduate and graduate students and as an introduction for researchers in sciences and engineering. Accompanied by codes which allow the reader to apply the SQH method to solve many different optimal control and optimisation problems"-- |
| Beschreibung: | Literaturverzeichnis: Seite 227-248 |
| Beschreibung: | xv, 250 Seiten Diagramme |
| ISBN: | 9780367715526 9780367715601 |
Internformat
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| 100 | 1 | |a Borzì, Alfio |d 1965- |e Verfasser |0 (DE-588)1019221909 |4 aut | |
| 245 | 1 | 0 | |a The sequential quadratic Hamiltonian method |b solving optimal control problems |c Alfio Borzì (University of Würzburg, Germany) |
| 250 | |a First edition | ||
| 264 | 1 | |a Boca Raton ; London ; New York |b CRC Press |c 2023 | |
| 300 | |a xv, 250 Seiten |b Diagramme | ||
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| 490 | 0 | |a Numerical analysis and scientific computing series | |
| 500 | |a Literaturverzeichnis: Seite 227-248 | ||
| 520 | 3 | |a "The sequential quadratic Hamiltonian (SQH) method is a novel numerical optimization procedure for solving optimal control problems governed by differential models. It is based on the characterisation of optimal controls in the framework of the Pontryagin maximum principle (PMP). The SQH method is a powerful computational methodology that is capable of development in many directions. The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems discusses its analysis and use in solving nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks. This book may serve as a textbook for undergraduate and graduate students, and as an introduction for researchers in sciences and engineering who intend to further develop the SQH method or wish to use it as a numerical tool for solving challenging optimal control problems and for investigating the Pontryagin maximum principle on new optimisation problems. Provides insight into mathematical and computational issues concerning optimal control problems, while discussing many differential models of interest in different disciplines. Suitable for undergraduate and graduate students and as an introduction for researchers in sciences and engineering. Accompanied by codes which allow the reader to apply the SQH method to solve many different optimal control and optimisation problems"-- | |
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| 650 | 0 | 7 | |a Fokker-Planck-Gleichung |0 (DE-588)4126333-9 |2 gnd |9 rswk-swf |
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| 650 | 0 | 7 | |a Optimale Kontrolle |0 (DE-588)4121428-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Pontrjagin-Maximumprinzip |0 (DE-588)4130753-7 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Hamiltonian systems | |
| 653 | 0 | |a Mathematical optimization | |
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| 689 | 0 | 1 | |a Sequenzielle quadratische Optimierung |0 (DE-588)4451045-7 |D s |
| 689 | 0 | 2 | |a Hamilton-Funktion |0 (DE-588)4323257-7 |D s |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-035267592 | |
Datensatz im Suchindex
| _version_ | 1816775021006159872 |
|---|---|
| adam_text | |
| any_adam_object | |
| author | Borzì, Alfio 1965- |
| author_GND | (DE-588)1019221909 |
| author_facet | Borzì, Alfio 1965- |
| author_role | aut |
| author_sort | Borzì, Alfio 1965- |
| author_variant | a b ab |
| building | Verbundindex |
| bvnumber | BV049929197 |
| classification_rvk | SK 880 |
| ctrlnum | (DE-599)KXP1848014627 |
| dewey-full | 515/.39 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 515 - Analysis |
| dewey-raw | 515/.39 |
| dewey-search | 515/.39 |
| dewey-sort | 3515 239 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | First edition |
| format | Book |
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| id | DE-604.BV049929197 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T09:01:16Z |
| institution | BVB |
| isbn | 9780367715526 9780367715601 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-035267592 |
| open_access_boolean | |
| owner | DE-20 |
| owner_facet | DE-20 |
| physical | xv, 250 Seiten Diagramme |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | CRC Press |
| record_format | marc |
| series2 | Numerical analysis and scientific computing series |
| spelling | Borzì, Alfio 1965- Verfasser (DE-588)1019221909 aut The sequential quadratic Hamiltonian method solving optimal control problems Alfio Borzì (University of Würzburg, Germany) First edition Boca Raton ; London ; New York CRC Press 2023 xv, 250 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Numerical analysis and scientific computing series Literaturverzeichnis: Seite 227-248 "The sequential quadratic Hamiltonian (SQH) method is a novel numerical optimization procedure for solving optimal control problems governed by differential models. It is based on the characterisation of optimal controls in the framework of the Pontryagin maximum principle (PMP). The SQH method is a powerful computational methodology that is capable of development in many directions. The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems discusses its analysis and use in solving nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks. This book may serve as a textbook for undergraduate and graduate students, and as an introduction for researchers in sciences and engineering who intend to further develop the SQH method or wish to use it as a numerical tool for solving challenging optimal control problems and for investigating the Pontryagin maximum principle on new optimisation problems. Provides insight into mathematical and computational issues concerning optimal control problems, while discussing many differential models of interest in different disciplines. Suitable for undergraduate and graduate students and as an introduction for researchers in sciences and engineering. Accompanied by codes which allow the reader to apply the SQH method to solve many different optimal control and optimisation problems"-- Hamilton-Funktion (DE-588)4323257-7 gnd rswk-swf Sequenzielle quadratische Optimierung (DE-588)4451045-7 gnd rswk-swf Neuronales Netz (DE-588)4226127-2 gnd rswk-swf Fokker-Planck-Gleichung (DE-588)4126333-9 gnd rswk-swf Nash-Gleichgewicht (DE-588)4171190-7 gnd rswk-swf Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf Pontrjagin-Maximumprinzip (DE-588)4130753-7 gnd rswk-swf Hamiltonian systems Mathematical optimization Problem solving Optimale Kontrolle (DE-588)4121428-6 s Sequenzielle quadratische Optimierung (DE-588)4451045-7 s Hamilton-Funktion (DE-588)4323257-7 s Pontrjagin-Maximumprinzip (DE-588)4130753-7 s Nash-Gleichgewicht (DE-588)4171190-7 s Fokker-Planck-Gleichung (DE-588)4126333-9 s Neuronales Netz (DE-588)4226127-2 s DE-604 Erscheint auch als Online Ausgabe 978-1-003-15262-0 B:DE-89 V:DE-601 pdf/application https://www.gbv.de/dms/tib-ub-hannover/1848014627.pdf 2024-04-20 Inhaltsverzeichnis |
| spellingShingle | Borzì, Alfio 1965- The sequential quadratic Hamiltonian method solving optimal control problems Hamilton-Funktion (DE-588)4323257-7 gnd Sequenzielle quadratische Optimierung (DE-588)4451045-7 gnd Neuronales Netz (DE-588)4226127-2 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Nash-Gleichgewicht (DE-588)4171190-7 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Pontrjagin-Maximumprinzip (DE-588)4130753-7 gnd |
| subject_GND | (DE-588)4323257-7 (DE-588)4451045-7 (DE-588)4226127-2 (DE-588)4126333-9 (DE-588)4171190-7 (DE-588)4121428-6 (DE-588)4130753-7 |
| title | The sequential quadratic Hamiltonian method solving optimal control problems |
| title_auth | The sequential quadratic Hamiltonian method solving optimal control problems |
| title_exact_search | The sequential quadratic Hamiltonian method solving optimal control problems |
| title_full | The sequential quadratic Hamiltonian method solving optimal control problems Alfio Borzì (University of Würzburg, Germany) |
| title_fullStr | The sequential quadratic Hamiltonian method solving optimal control problems Alfio Borzì (University of Würzburg, Germany) |
| title_full_unstemmed | The sequential quadratic Hamiltonian method solving optimal control problems Alfio Borzì (University of Würzburg, Germany) |
| title_short | The sequential quadratic Hamiltonian method |
| title_sort | the sequential quadratic hamiltonian method solving optimal control problems |
| title_sub | solving optimal control problems |
| topic | Hamilton-Funktion (DE-588)4323257-7 gnd Sequenzielle quadratische Optimierung (DE-588)4451045-7 gnd Neuronales Netz (DE-588)4226127-2 gnd Fokker-Planck-Gleichung (DE-588)4126333-9 gnd Nash-Gleichgewicht (DE-588)4171190-7 gnd Optimale Kontrolle (DE-588)4121428-6 gnd Pontrjagin-Maximumprinzip (DE-588)4130753-7 gnd |
| topic_facet | Hamilton-Funktion Sequenzielle quadratische Optimierung Neuronales Netz Fokker-Planck-Gleichung Nash-Gleichgewicht Optimale Kontrolle Pontrjagin-Maximumprinzip |
| url | https://www.gbv.de/dms/tib-ub-hannover/1848014627.pdf |
| work_keys_str_mv | AT borzialfio thesequentialquadratichamiltonianmethodsolvingoptimalcontrolproblems |