Optimal control of dynamic systems driven by vector measures : theory and applications / N.U. Ahmed, Shian Wang.
2021
QA402.3 .A46 2021
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Title
Optimal control of dynamic systems driven by vector measures : theory and applications / N.U. Ahmed, Shian Wang.
ISBN
9783030821395 (electronic bk.)
3030821390 (electronic bk.)
9783030821388
3030821382
3030821390 (electronic bk.)
9783030821388
3030821382
Published
Cham : Springer, [2021]
Copyright
©2021
Language
English
Description
1 online resource : illustrations (chiefly color)
Item Number
10.1007/978-3-030-82139-5 doi
Call Number
QA402.3 .A46 2021
Dewey Decimal Classification
629.8/312
Summary
This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered. In the past few decades, there have been remarkable advances in the field of systems and control theory thanks to the unprecedented interaction between mathematics and the physical and engineering sciences. Recently, optimal control theory for dynamic systems driven by vector measures has attracted increasing interest. This book presents this theory for dynamic systems governed by both ordinary and stochastic differential equations, including extensive results on the existence of optimal controls and necessary conditions for optimality. Computational algorithms are developed based on the optimality conditions, with numerical results presented to demonstrate the applicability of the theoretical results developed in the book. This book will be of interest to researchers in optimal control or applied functional analysis interested in applications of vector measures to control theory, stochastic systems driven by vector measures, and related topics. In particular, this self-contained account can be a starting point for further advances in the theory and applications of dynamic systems driven and controlled by vector measures.
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Includes bibliographical references and index.
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Online resource; title from PDF title page (SpringerLink, viewed September 23, 2021).
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Table of Contents
1 Mathematical Preliminaries
2 Linear Systems
3 Nonlinear Systems
4 Optimal Control: Existence Theory
Optimal Control: Necessary Conditions of Optimality
6 Stochastic Systems Controlled by Vector Measures
7 Applications to Physical Examples
Bibliography
Index.
2 Linear Systems
3 Nonlinear Systems
4 Optimal Control: Existence Theory
Optimal Control: Necessary Conditions of Optimality
6 Stochastic Systems Controlled by Vector Measures
7 Applications to Physical Examples
Bibliography
Index.