Both 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. Known 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. 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. Using
powerful new tools in optimal control theory, this book 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.
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Produktdetaljer
ISBN
9780817681524
Publisert
2020
Utgiver
Vendor
Birkhauser
Språk
Product language
Engelsk
Format
Product format
Digital bok