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020 _a9780817681524
_99780817681524
024 7 _a10.1007/9780817681524
_2doi
035 _avtls000333709
039 9 _a201509030218
_bVLOAD
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040 _aMX-SnUAN
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_cMX-SnUAN
_erda
050 4 _aQ295
100 1 _aBoltyanski, Vladimir G.
_eautor
_9307228
245 1 4 _aThe Robust Maximum Principle :
_bTheory and Applications /
_cby Vladimir G. Boltyanski, Alexander S. Poznyak.
264 1 _aBoston :
_bBirkhäuser Boston,
_c2012.
300 _axxii, 432 páginas 36 ilustraciones
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aSystems & Control: Foundations & Applications
500 _aSpringer eBooks
505 0 _aPreface -- Introduction -- I Topics of Classical Optimal Control -- 1 Maximum Principle -- 2 Dynamic Programming -- 3 Linear Quadratic Optimal Control -- 4 Time-Optimization Problem -- II Tent Method -- 5 Tent Method in Finite Dimensional Spaces -- 6 Extrenal Problems in Banach Space -- III Robust Maximum Principle for Deterministic Systems -- 7 Finite Collection of Dynamic Systems -- 8 Multi-Model Bolza and LQ-Problem -- 9 Linear Multi-Model Time-Optimization -- 10 A Measured Space as Uncertainty Set -- 11 Dynamic Programming for Robust Optimization -- 12 Min-Max Sliding Mode Control -- 13 Multimodel Differential Games -- IV Robust Maximum Principle for Stochastic Systems -- 14 Multi-Plant Robust Control -- 15 LQ-Stochastic Multi-Model Control -- 16 A Compact as Uncertainty Set -- References -- Index.
520 _aBoth refining and extending previous publications by the authors, the material in this monograph has been class-tested in mathematical institutions throughout the world. Covering some of the key areas of optimal control theory (OCT)—a rapidly expanding field that has developed to analyze the optimal behavior of a constrained process over time—the authors use new methods to set out a version of OCT’s more refined ‘maximum principle’ designed to solve the problem of constructing optimal control strategies for uncertain systems where some parameters are unknown. Referred to as a ‘min-max’ problem, this type of difficulty occurs frequently when dealing with finite uncertain sets. The text begins with a standalone section that reviews classical optimal control theory, covering the principal topics of the maximum principle and dynamic programming and considering the important sub-problems of linear quadratic optimal control and time optimization. Moving on to examine the tent method in detail, the book then presents its core material, which is a more robust maximum principle for both deterministic and stochastic systems. The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. Key features and topics include: * A version of the tent method in Banach spaces * How to apply the tent method to a generalization of the Kuhn-Tucker Theorem as well as the Lagrange Principle for infinite-dimensional spaces * A detailed consideration of the min-max linear quadratic (LQ) control problem * The application of obtained results from dynamic programming derivations to multi-model sliding mode control and multi-model differential games * Two examples, dealing with production planning and reinsurance-dividend management, that illustrate the use of the robust maximum principle in stochastic systems Using powerful new tools in optimal control theory, The Robust Maximum Principle explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aPoznyak, Alexander S.
_eautor
_9307229
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9780817681517
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-8176-8152-4
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c281502
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