000 03355nam a22005415i 4500
001 978-3-540-48662-6
003 DE-He213
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007 cr nn 008mamaa
008 121227s1999 gw | s |||| 0|eng d
020 _a9783540486626
_9978-3-540-48662-6
024 7 _a10.1007/BFb0097244
_2doi
050 4 _aQ295
050 4 _aQA402.3-402.37
072 7 _aGPFC
_2bicssc
072 7 _aSCI064000
_2bisacsh
072 7 _aGPFC
_2thema
082 0 4 _a519
_223
100 1 _aPytlak, Radosław.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aNumerical Methods for Optimal Control Problems with State Constraints
_h[electronic resource] /
_cby Radosław Pytlak.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c1999.
300 _aXV, 218 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1707
505 0 _aEstimates 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.
520 _aWhile 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.
650 0 _aSystems theory.
650 0 _aMathematical optimization.
650 0 _aNumerical analysis.
650 0 _aEconomic theory.
650 1 4 _aSystems Theory, Control.
_0http://scigraph.springernature.com/things/product-market-codes/M13070
650 2 4 _aCalculus of Variations and Optimal Control; Optimization.
_0http://scigraph.springernature.com/things/product-market-codes/M26016
650 2 4 _aNumerical Analysis.
_0http://scigraph.springernature.com/things/product-market-codes/M14050
650 2 4 _aEconomic Theory/Quantitative Economics/Mathematical Methods.
_0http://scigraph.springernature.com/things/product-market-codes/W29000
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783662163924
776 0 8 _iPrinted edition:
_z9783540662143
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v1707
856 4 0 _uhttps://doi.org/10.1007/BFb0097244
912 _aZDB-2-SMA
912 _aZDB-2-LNM
912 _aZDB-2-BAE
999 _c9914
_d9914