SKU/Artículo: AMZ-0817681515

The Robust Maximum Principle (Systems & Control: Foundations & Applications)

Format:

Hardcover

Hardcover

eTextbook

Detalles del producto
Disponibilidad:
En stock
Peso con empaque:
0.86 kg
Devolución:
No
Condición
Nuevo
Producto de:
Amazon
Viaja desde
USA

Sobre este producto
  • 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 bookexplores 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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