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＜電子ブック＞
Numerical Methods for Optimal Control Problems with State Constraints / by Radoslaw Pytlak
(Lecture Notes in Mathematics. ISSN:16179692 ; 1707)

版	1st ed. 1999.
出版者	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年	1999
本文言語	英語
大きさ	XV, 218 p : online resource
冊子体	Numerical methods for optimal control problems with state constraints / Radosław Pytlak
著者標目	*Pytlak, Radoslaw author SpringerLink (Online service)
件　名	LCSH:System theory LCSH:Control theory LCSH:Mathematical optimization LCSH:Calculus of variations LCSH:Numerical analysis LCSH:Econometrics FREE:Systems Theory, Control FREE:Calculus of Variations and Optimization FREE:Numerical Analysis FREE:Quantitative Economics
一般注記	Estimates on solutions to differential equations and their approximations -- First order method -- Implementation -- Second order method -- Runge-Kutta based procedure for optimal control of differential— Algebraic Equations While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/BFb0097244

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