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Direct Methods in Control Problems Peter Falb

Direct Methods in Control Problems By Peter Falb

Direct Methods in Control Problems by Peter Falb


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Summary

The primary focus of this book is on explicating the direct method approach. Integration methods (for example the gradient method) and representation methods (such as the Ritz-Galerkin and Finite Element methods) are examined in this text in an abstract (with concrete examples) functional analytic way.

Direct Methods in Control Problems Summary

Direct Methods in Control Problems by Peter Falb

The primary focus of this book is on explicating the direct method approach. Historically, direct methods have not been fully exploited in control problems. The key is constructing convergent minimizing families. Integration methods (for example the gradient method) and representation methods (such as the Ritz-Galerkin and Finite Element methods) are examined in this text inan abstract (with concrete examples) functional analytic way. The aim is to consider direct methods from a unified general point of view and to provide a stimulus for future research. Explicitly, implicitly and by example, potential areas ofresearch interestare indicated.

The book is a suitable reference for graduate students, researchers, applied mathematicians, and control engineers. Some of the material is of independent mathematical interest. The work may be used as a text for a graduate course or seminar on direct methods in control. A degree of mathematical sophistication and some knowledge of control theory is required.

Direct Methods in Control Problems Reviews

This is clearly a book aimed at specialists in control theory. It is more a monograph . (Bill Satzer, MAA Reviews, November 28, 2021)

This book offers a useful reading and provides interesting classroom material on the theory of finite-element indirect methods for optimal control problems. (Fernando Lobo Pereira, Mathematical Reviews, July, 2021)

The book will become a valuable reference for researchers, engineers and students in the field of mathematics, management science, operations research, optimal control science and economics. (Savin Treanta, zbMATH 1444.93002, 2020)

About Peter Falb

Peter Falb isProfessor Emeritus of Applied Mathematics:Applied Mathematics at the Brown University in Providence, RI, USA.His research interests are in the areas of systems science and engineering, particularly algebraic and geometric methods, parametric dependence, numerical methods, multivariable linear systems, and infinite dimensional stochastic systems, as well as control and stability theory and mathematics of investment.

Table of Contents

Part I. Introduction.- Introductory Remarks.- Historical Perspective.- Outline of Contents.- Part II. Problem Statement.- Deterministic Systems.-Stochastic Systems.-General Problem.-Part III. The Direct Method Approach: Generalities.- General Approach.-Gradient and Integration Methods.-Representation Methods.-Part IV. Gradient and Integration Methods in Control Problems.- Computation of Gradients for ODE Problems.-Computation of Gradients for PDE Problems.-Integration Methods.-Part V. Representation Methods.- RitzGalerkin Expansion.-KarhunenLoeve Expansion.-Levy Processes.- Bibliography.- Index

Additional information

NPB9780817647223
9780817647223
0817647228
Direct Methods in Control Problems by Peter Falb
New
Hardback
Birkhauser Boston Inc
2020-01-03
311
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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