Optimal Control from Theory to Computer Programs

✍ Scribed by Viorel Arnăutu, Pekka Neittaanmäki (auth.)

• Publisher: Springer Netherlands
• Year: 2003
• Tongue: English
• Leaves: 336
• Series: Solid Mechanics and Its Applications 111
• Edition: 1
• Category: Library

✦ Synopsis

The aim of this book is to present the mathematical theory and the know-how to make computer programs for the numerical approximation of Optimal Control of PDE's. The computer programs are presented in a straightforward generic language. As a consequence they are well structured, clearly explained and can be translated easily into any high level programming language. Applications and corresponding numerical tests are also given and discussed. To our knowledge, this is the first book to put together mathematics and computer programs for Optimal Control in order to bridge the gap between mathematical abstract algorithms and concrete numerical ones.
The text is addressed to students and graduates in Mathematics, Mechanics, Applied Mathematics, Numerical Software, Information Technology and Engineering. It can also be used for Master and Ph.D. programs.

✦ Table of Contents

Front Matter....Pages i-x
Selected Topics from Functional and Convex Analysis....Pages 1-22
Optimization Problems....Pages 23-46
Numerical Approximation of Elliptic Variational Problems....Pages 47-108
Indirect Methods for Optimal Control Problems....Pages 109-162
A Control Problem for a Class of Epidemics....Pages 163-184
Optimal Control for Plate Problems....Pages 185-212
Direct Numerical Methods for Optimal Control Problems....Pages 213-267
Stochastic Control Problems....Pages 269-313
Back Matter....Pages 315-330

✦ Subjects

Calculus of Variations and Optimal Control; Optimization; Computational Mathematics and Numerical Analysis; Algorithms; Mathematical Modeling and Industrial Mathematics; Systems Theory, Control