{epub download} Maximum Principle and Dynamic

Maximum Principle and Dynamic Programming Viscosity Solution Approach: From Open-Loop to Closed-Loop by Bing Sun, Bao-Zhu Guo, Zhen-Zhen Tao

• Maximum Principle and Dynamic Programming Viscosity Solution Approach: From Open-Loop to Closed-Loop
• Bing Sun, Bao-Zhu Guo, Zhen-Zhen Tao
• Page: 444
• Format: pdf, ePub, mobi, fb2
• ISBN: 9789819657384
• Publisher: Springer Nature Singapore

Maximum Principle and Dynamic Programming Viscosity Solution Approach: From Open-Loop to Closed-Loop

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This book is concerned with optimal control problems of dynamical systems described by partial differential equations (PDEs). The content covers the theory and numerical algorithms, starting with open-loop control and ending with closed-loop control. It includes Pontryagin’s maximum principle and the Bellman dynamic programming principle based on the notion of viscosity solution. The Bellman dynamic programming method can produce the optimal control in feedback form, making it more appealing for online implementations and robustness. The determination of the optimal feedback control law is of fundamental importance in optimal control and can be argued as the Holy Grail of control theory. The book is organized into five chapters. Chapter 1 presents necessary mathematical knowledge. Chapters 2 and 3 (Part 1) focus on the open-loop control while Chapter 4 and 5 (Part 2) focus on the closed-loop control. In this monograph, we incorporate the notion of viscosity solution of PDE with dynamic programming approach. The dynamic programming viscosity solution (DPVS) approach is then used to investigate optimal control problems. In each problem, the optimal feedback law is synthesized and numerically demonstrated. The last chapter presents multiple algorithms for the DPVS approach, including an upwind finite-difference scheme with the convergence proof. It is worth noting that the dynamic systems considered are primarily of technical or biologic origin, which is a highlight of the book. This book is systematic and self-contained. It can serve the expert as a ready reference for control theory of infinite-dimensional systems. These chapters taken together would also make a one-semester course for graduate with first courses in PDE-constrained optimal control.

Maximum Principle and Dynamic Programming Viscosity Solution .
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Maximum Principle And Dynamic Programming Viscosity Solution .
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Viscosity solutions to parabolic master equations and McKean .
In this paper we propose a novel notion of viscosity solution for parabolic master equa- tions, arising mainly from control problems, and establish its .
Maximum Principle and Dynamic Programming Viscosity Solution .
The content covers the theory and numerical algorithms, starting with open-loop control and ending with closed-loop control. It includes Pontryagin's maximum .
Maximum Principle and Dynamic Programming Viscosity Solution .
This book is concerned with optimal control problems of dynamical systems described by partial differential equations (PDEs). The content covers the.
[PDF] Coupling MPC and DP methods for an efficient solution of optimal .
Discrete Time Dynamic Programming Principle. A first discretization in time . to be computationally unfeasible for the open-loop approach. Therefore .
Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman .
This book is a self-contained account of the theory of viscosity solutions . dynamic programming approach to optimal control and differential games. This
Maximum Principle and Dynamic Programming Viscosity Solution .
This book is concerned with optimal control problems of dynamical systems described by partial differential equations (PDEs). The content covers the theory.
Maximum Principle and Dynamic Programming Viscosity Solution .
Maximum Principle and Dynamic Programming Viscosity Solution Approach · From Open-Loop to Closed-Loop · Print ISBN: 9789819657384 · eBook · eText ISBN:9789819657391.
[PDF] Robust feedback switching control: dynamic programming . - HAL
We develop the stochastic Perron method in this framework, and prove that it produces a viscosity sub and supersolution to a system of Hamilton- .
ViscositySolutions Tutorial | Derivative | Ordinary Differential Equation
viscosity solutions to stability analysis, comparison theorems, and problems in control theory such as the Pontryagin maximum principle and dynamic programming.
Maximum Principle and Dynamic Programming Viscosity Solution .
Maximum Principle and Dynamic Programming Viscosity Solution Approach: From Open-Loop to Closed-Loop English | 2025 | ISBN: 9819657385 | 451 .
Maximum Principle and Dynamic Programming Viscosity Solution .
The content covers the theory and numerical algorithms, starting with open-loop control and ending with closed-loop control. It includes Pontryagin's maximum .
[PDF] Vol. 65, No. 2. MAY 1990
Hence, MP, DP, and their connection can be treated within a unified framework of viscosity solutions. 2. Maximum Principle and Dynamic Programming. In this .
Maximum Principle and Dynamic Programming Viscosity Solution .
Our main contribution is to establish a dynamic programming principle. This requires some particular techniques due to the nonlinearity of the expectation.

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