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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications

Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications

Ahmed, N. U.
Wang, Shian

Paperback

General MathematicsGeneral ScienceProbability & Statistics

ISBN10: 3030821412
ISBN13: 9783030821418
Publisher: Springer Nature
Published: Sep 15 2022
Pages: 320
Weight: 1.04
Height: 0.70 Width: 6.14 Depth: 9.21
Language: English
This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered.

In the past few decades, there have been remarkable advances in the field of systems and control theory thanks to the unprecedented interaction between mathematics and the physical and engineering sciences. Recently, optimal control theory for dynamic systems driven by vector measures has attracted increasing interest. This book presents this theory for dynamic systems governed by both ordinary and stochastic differential equations, including extensive results on the existence of optimal controls and necessary conditions foroptimality. Computational algorithms are developed based on the optimality conditions, with numerical results presented to demonstrate the applicability of the theoretical results developed in the book.

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