Computational Methods for Optimizing Distributed Systems ( Volume 173 )

Publication series :Volume 173

Author: Teo   Charles  

Publisher: Elsevier Science‎

Publication year: 1984

E-ISBN: 9780080956787

P-ISBN(Paperback): 9780126854800

P-ISBN(Hardback):  9780126854800

Subject: O241.82 Numerical Solution of Partial Differential Equations

Language: ENG

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Description

Optimal control theory of distributed parameter systems has been a very active field in recent years; however, very few books have been devoted to the studiy of computational algorithms for solving optimal control problems. For this rason the authors decided to write this book. Because the area is so broad, they confined themselves to optimal control problems involving first and second boundary-value problems of a linear second-order parabolic partial differential equation. However the techniques used are by no means restricted to these problems. They can be and in some cases already have been applied to problems involving other types of distributed parameter system. The authors aim is to devise computational algorithms for solving optimal control problems with particular emphasis on the mathematical theory underlying the algorithms. These algorithms are obtained by using a first-order strong variational method or gradient-type methods.

Chapter

Front Cover

pp.:  1 – 4

Copyright Page

pp.:  5 – 8

Contents

pp.:  8 – 12

Preface

pp.:  12 – 16

Chapter II. Boundary Value Problems of Parabolic Type

pp.:  47 – 99

Chapter III. Optimal Control of First Boundary Problems: Strong Variation Techniques

pp.:  99 – 148

Chapter IV. Optimal Policy of First Boundary Problems: Gradient Techniques

pp.:  148 – 206

Chapter V. Relaxed Controls and the Convergence of Optimal Control Algorithms

pp.:  206 – 250

Chapter VI. Optimal Control Problems Involving Second Boundary-Value Problems

pp.:  250 – 290

Appendix I: Stochastic Optimal Control Problems

pp.:  290 – 295

Appendix II: Certain Results on Partial Differential Equations Needed in Chapters III, IV, and V

pp.:  295 – 298

Appendix III: An Algorithm of Quadratic Programming

pp.:  298 – 301

Appendix IV: A Quasi-Newton Method for Nonlinear Function Minimization with Linear Constraints

pp.:  301 – 304

Appendix V: An Algorithm for Optimal Control Problems of Linear Lumped Parameter Systems

pp.:  304 – 313

Appendix VI: Meyer–Polak Proximity Algorithm

pp.:  313 – 316

References

pp.:  316 – 328

List of Notation

pp.:  328 – 329

Index

pp.:  329 – 332

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