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Numerical Methods for Optimal Control Problems with State Constraints

Name: Numerical Methods for Optimal Control Problems with State Constraints
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01567043
Price: 19766 HUF
Availability: InStock
Author: Radoslaw Pytlak
ISBN: 9783540662143

Radoslaw Pytlak

Language

English

Book Paperback

Libristo code: 01567043

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, August 1999

While optimality conditions for optimal control problems with state constraints have been extensivel... Full description

Libristo code: 01567043

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19 766 Ft

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While 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.