The Robust Maximum Principle Theory and Applications
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 c...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser
2012, 2012
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| Edition: | 1st ed. 2012 |
| Series: | Systems & Control: Foundations & Applications
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Preface
- 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