<p>In a mathematical programming problem, an optimum (maxiΒ mum or minimum) of a function is sought, subject to conΒ straints on the values of the variables. In the quarter century since G. B. Dantzig introduced the simplex method for linear programming, many real-world problems have been modelled i
Theory of Optimal Control and Mathematical Programming
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<p>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 explaine
This volume presents the analysis of optimal control problems for systems described by partial differential equations. The book offers simple and clear exposition of main results in this area. The methods proposed by the author cover cases where the controlled system corresponds to well-posed or ill
<p>"Optimal Control" reports on new theoretical and practical advances essential for analysing and synthesizing optimal controls of dynamical systems governed by partial and ordinary differential equations. New necessary and sufficient conditions for optimality are given. Recent advances in numerica
This is a substantially expanded (by nearly 30%) and improved edition of the best-selling 2-volume dynamic programming book by Bertsekas. DP is a central algorithmic method for optimal control, sequential decision making under uncertainty, and combinatorial optimization. The treatment focuses on bas