This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics covered have the following distinguishing features: long-run average with no under-selectivity, non-smooth value functions with no viscosity solutions, diffusion processes with degenerate points, multi-class optimization with state classification, and optimization with no dynamic programming.
The book begins with an introduction to relative optimization, including a comparison with the traditional approach of dynamic programming. The text then studies the Markov process, focusing on infinite-horizon optimization problems, and moves on to discuss optimal control of diffusion processes with semi-smooth value functions and degenerate points, and optimization of multi-dimensional diffusion processes. The book concludes with a brief overview of performance derivative-based optimization.
Among the more important novel considerations presented are:
the extension of the Hamilton-Jacobi-Bellman optimality condition from smooth to semi-smooth value functions by derivation of explicit optimality conditions at semi-smooth points and application of this result to degenerate and reflected processes;
proof of semi-smoothness of the value function at degenerate points;
attention to the under-selectivity issue for the long-run average and bias optimality;
discussion of state classification for time nonhomogeneous continuous processes and multi-class optimization; and
development of the multi-dimensional Tanaka formula for semi-smooth functions and application of this formula to stochastic control of multi-dimensional systems with degenerate points.
The book will be of interest to researchers and students in the field of stochastic control and performance optimization alike.
Автор: Prieto-Rumeau Tomas Et Al Название: Selected Topics On Continuous-Time Controlled Markov Chains And Markov Games ISBN: 1848168489 ISBN-13(EAN): 9781848168480 Издательство: World Scientific Publishing Рейтинг: Цена: 96090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Deals with continuous-time controlled Markov chains and Markov games. This book proposes assumptions on the control and game models that are easily verifiable (and verified) in practice. It also analyzes algorithmic and computational issues.
Автор: Luis Rodrigues, Behzad Samadi, Miad Moarref Название: Piecewise Affine Control: Continuous-Time, Sampled-Data, and Networked Systems ISBN: 1611975891 ISBN-13(EAN): 9781611975895 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 76910.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Engineering systems operate through actuators, most of which will exhibit phenomena such as saturation or zones of no operation, commonly known as dead zones. These are examples of piecewise-affine characteristics, and they can have a considerable impact on the stability and performance of engineering systems. This book targets controller design for piecewise affine systems, fulfilling both stability and performance requirements.The authors present a unified computational methodology for the analysis and synthesis of piecewise affine controllers, taking an approach that is capable of handling sliding modes, sampled-data, and networked systems. They introduce algorithms that will be applicable to nonlinear systems approximated by piecewise affine systems, and they feature several examples from areas such as switching electronic circuits, autonomous vehicles, neural networks, and aerospace applications.Piecewise Affine Control: Continuous-Time, Sampled-Data, and Networked Systems is intended for graduate students, advanced senior undergraduate students, and researchers in academia and industry. It is also appropriate for engineers working on applications where switched linear and affine models are important.
Автор: Capasso Vincenzo, Bakstein David Название: An Introduction to Continuous-Time Stochastic Processes: Theory, Models, and Applications to Finance, Biology, and Medicine ISBN: 3030696529 ISBN-13(EAN): 9783030696528 Издательство: Springer Цена: 51230.00 T Наличие на складе: Невозможна поставка. Описание: This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.
Автор: Atle Seierstad Название: Stochastic Control in Discrete and Continuous Time ISBN: 1441945695 ISBN-13(EAN): 9781441945693 Издательство: Springer Рейтинг: Цена: 43740.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is a comprehensive introduction to stochastic control problems in both discrete and continuous time. It covers stochastic dynamic programming and the optimal stopping problem for discrete time with a finite or infinite horizon.
Автор: V. Jeyakumar; Dinh The Luc Название: Nonsmooth Vector Functions and Continuous Optimization ISBN: 1441944729 ISBN-13(EAN): 9781441944726 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Focusing on the study of nonsmooth vector functions, this book presents a comprehensive account of the calculus of generalized Jacobian matrices and their applications to continuous nonsmooth optimization problems, as well as variational inequalities in finite dimensions.
Автор: Yasumichi Hasegawa Название: System Theory of Continuous Time Finite Dimensional Dynamical Systems ISBN: 3030304795 ISBN-13(EAN): 9783030304799 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book discusses the realization and control problems of finite-dimensional dynamical systems which contain linear and nonlinear systems. The author focuses on algebraic methods for the discussion of control problems of linear and non-linear dynamical systems.
Автор: Subrahmanyam, Allamaraju (expedia Group, Greater Seattle Area, Wa, Usa) Rao, Ganti Prasada (unesco-eolss Joint Committee, Abu Dhabi, Uae) Название: Identification of continuous-time systems ISBN: 036737143X ISBN-13(EAN): 9780367371432 Издательство: Taylor&Francis Рейтинг: Цена: 117390.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is devoted to identification of Continuous -Time (CT) models which are linear in parameters starting with Markov Parameter and Time Moment models. It explains other linear-in parameters models - transfer functions represented as Poisson, Lauerre, and Kautz series along with detailed linear and robust estimation aspects.
Автор: Hasegawa Yasumichi Название: System Theory of Continuous Time Finite Dimensional Dynamical Systems: The Memories of Tsuyoshi Matsuo and R. E. Kalman ISBN: 3030304825 ISBN-13(EAN): 9783030304829 Издательство: Springer Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book discusses the realization and control problems of finite-dimensional dynamical systems which contain linear and nonlinear systems. The author focuses on algebraic methods for the discussion of control problems of linear and non-linear dynamical systems.
Автор: Lafortune Stйphane Название: A Guide to Signals and Systems in Continuous Time ISBN: 3030930262 ISBN-13(EAN): 9783030930264 Издательство: Springer Рейтинг: Цена: 37260.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This textbook is a concise yet precise supplement to traditional books on Signals and Systems, focusing exclusively on the continuous-time case.
Автор: Rolf Unbehauen; Andrzej Cichocki Название: MOS Switched-Capacitor and Continuous-Time Integrated Circuits and Systems ISBN: 3642836798 ISBN-13(EAN): 9783642836794 Издательство: Springer Рейтинг: Цена: 130610.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The purpose of this book is to present analysis and design principles, procedures and techniques of analog integrated circuits which are to be implemented in MOS (metal oxide semiconductor) technology.
Автор: T. Matsuo Название: Realization Theory of Continuous-Time Dynamical Systems ISBN: 3540106820 ISBN-13(EAN): 9783540106821 Издательство: Springer Рейтинг: Цена: 113190.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
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