Numerical Methods for Optimal Control Problems with State Constraints
R. Pytlak
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Description for Numerical Methods for Optimal Control Problems with State Constraints
Paperback. 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 provides a family of new methods. Series: Lecture Notes in Mathematics. Num Pages: 218 pages, biography. BIC Classification: PBKJ; PBKQ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 12. Weight in Grams: 760.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1999
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
218
Condition
New
Series
Lecture Notes in Mathematics
Number of Pages
218
Place of Publication
Berlin, Germany
ISBN
9783540662143
SKU
V9783540662143
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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