Optimal Control

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Optimal Control brings together many of the important advances in 'nonsmooth' optimal control over the last several decades concerning necessary conditions, minimizer regularity, and global optimality conditions associated with the Hamilton–Jacobi equation. The book is largely self-contained and incorporates numerous simplifications and unifying features for the subject’s key concepts and foundations.

Features and Topics:

* a comprehensive overview is provided for specialists and nonspecialists

* authoritative, coherent, and accessible coverage of the role of nonsmooth analysis in investigating minimizing curves for optimal control

* chapter coverage of dynamic programming and the regularity of minimizers

* explains the necessary conditions for nonconvex problems

This book is an excellent presentation of the foundations and applications of nonsmooth optimal control for postgraduates, researchers, and professionals in systems, control, optimization, and applied mathematics.

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Each chapter contains a well-written introduction and notes. They include the author's deep insights on the subject matter and provide historical comments and guidance to related literature. This book may well become an important milestone in the literature of optimal control.—Mathematical Reviews

This remarkable book presents Optimal Control seen as a natural development of Calculus of Variations so as to deal with the control of engineering devices. ... Thanks to a great effort to be self-contained, it renders accessibly the subject to a wide audience. Therefore, it is recommended to all researchers and professionals interested in Optimal Control and its engineering and economic applications. It can serve as an excellent textbook for graduate courses in Optimal Control (with special emphasis on Nonsmooth Analysis).—Automatica

The book may be an essential resource for potential readers, experts in control and optimization, as well as postgraduates and applied mathematicians, and it will be valued for its accessibility and clear exposition.—Applications of Mathematics

Author(s): Richard Vinter (auth.)
Series: Modern Birkhauser Classics
Edition: 1
Publisher: Birkhäuser Basel
Year: 2010

Language: English
Pages: 500
Tags: Systems Theory, Control; Control; Calculus of Variations and Optimal Control, Optimization

Front Matter....Pages i-xix
Overview....Pages 1-60
Measurable Multifunctions and Differential Inclusions....Pages 61-108
Variational Principles....Pages 109-126
Nonsmooth Analysis....Pages 127-177
Subdifferential Calculus....Pages 179-199
The Maximum Principle....Pages 201-231
The Extended Euler–Lagrange and Hamilton Conditions....Pages 233-284
Necessary Conditions for Free End-Time Problems....Pages 285-319
The Maximum Principle for State Constrained Problems....Pages 321-360
Necessary Conditions for Differential Inclusion Problems with State Constraints....Pages 361-396
Regularity of Minimizers....Pages 397-434
Dynamic Programming....Pages 435-491
Back Matter....Pages 493-507