Contrôle Optimal en Temps Discret Et en Horizon Infini

Contrôle Optimal en Temps Discret Et en Horizon Infini
Author: Thoi-Nhan Ngo
Publisher:
Total Pages: 0
Release: 2016
Genre:
ISBN:

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This thesis contains original contributions to the optimal control theory in the discrete-time framework and in infinite horizon following the viewpoint of Pontryagin. There are 5 chapters in this thesis. In Chapter 1, we recall preliminary results on sequence spaces and on differential calculus in normed linear space. In Chapter 2, we study a single-objective optimal control problem in discrete-time framework and in infinite horizon with an asymptotic constraint and with autonomous system. We use an approach of functional analytic for this problem after translating it into the form of an optimization problem in Banach (sequence) spaces. Then a weak Pontyagin principle is established for this problem by using a classical multiplier rule in Banach spaces. In Chapter 3, we establish a strong Pontryagin principle for the problems considered in Chapter 2 using a result of Ioffe and Tihomirov. Chapter 4 is devoted to the problems of Optimal Control, in discrete time framework and in infinite horizon, which are more general with several different criteria. The used method is the reduction to finite-horizon initiated by J. Blot and H. Chebbi in 2000. The considered problems are governed by difference equations or difference inequations. A new weak Pontryagin principle is established using a recent result of J. Blot on the Fritz John multipliers. Chapter 5 deals with the multicriteria optimal control problems in discrete time framework and infinite horizon. New weak and strong Pontryagin principles are established, again using recent optimization results, under lighter assumptions than existing ones.

Infinite-Horizon Optimal Control in the Discrete-Time Framework

Infinite-Horizon Optimal Control in the Discrete-Time Framework
Author: Joël Blot
Publisher: Springer Science & Business Media
Total Pages: 130
Release: 2013-11-08
Genre: Mathematics
ISBN: 1461490383

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​​​​In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin’s principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin’s principles to multi-criteria problems. ​Infinite-Horizon Optimal Control in the Discrete-Time Framework is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

Optimization Theory and Related Topics

Optimization Theory and Related Topics
Author: Simeon Reich
Publisher: American Mathematical Soc.
Total Pages: 296
Release: 2012
Genre: Mathematics
ISBN: 0821869086

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This volume contains the proceedings of the workshop on Optimization Theory and Related Topics, held in memory of Dan Butnariu, from January 11-14, 2010, in Haifa, Israel. An active researcher in various fields of applied mathematics, Butnariu published over 80 papers. His extensive bibliography is included in this volume. The articles in this volume cover many different areas of Optimization Theory and its applications: maximal monotone operators, sensitivity estimates via Lyapunov functions, inverse Newton transforms, infinite-horizon Pontryagin principles, singular optimal control problems with state delays, descent methods for mixed variational inequalities, games on MV-algebras, ergodic convergence in subgradient optimization, applications to economics and technology planning, the exact penalty property in constrained optimization, nonsmooth inverse problems, Bregman distances, retraction methods in Banach spaces, and iterative methods for solving equilibrium problems. This volume will be of interest to both graduate students and research mathematicians.

Cahiers

Cahiers
Author: Centre d'études de recherche operationnelle
Publisher:
Total Pages: 600
Release: 1984
Genre: Operations research
ISBN:

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Méthodes perturbatives et sensibilité pour des systèmes dynamiques discrets contrôlés en horizon infini

Méthodes perturbatives et sensibilité pour des systèmes dynamiques discrets contrôlés en horizon infini
Author: Thierno Diallo
Publisher:
Total Pages: 660
Release: 2002
Genre:
ISBN:

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L'objectif de cette thèse est de contribuer au problème de la sensibilité en contrôle optimal, temps discret et horizon infini, et aux méthodes perturbatives pour les systèmes dynamiques discrets, dans le cadre de trajectoires non bornées. Ainsi le travail présenté dans cette thèse peut-être découpé en trois parties. La première partie est consacrée à l'étude des méthodes perturbatives de systèmes dynamiques discrets. Dans une deuxième partie nous établissons des résultats de sensibilité des problèmes de contrôle optimal. Enfin, dans une troisième partie, nous nous intéressons à la différentiabilité de la fonction valeur, à l'inf-compacité et à l'application du principe variationnel d'Ekeland aux problèmes de contrôle optimal.

Production Management

Production Management
Author: Benjamin Lev
Publisher: North Holland
Total Pages: 276
Release: 1986
Genre: Business & Economics
ISBN:

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Mathematical Reviews

Mathematical Reviews
Author:
Publisher:
Total Pages: 782
Release: 1999
Genre: Mathematics
ISBN:

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Optimal Control

Optimal Control
Author: Frank L. Lewis
Publisher: John Wiley & Sons
Total Pages: 552
Release: 2012-02-01
Genre: Technology & Engineering
ISBN: 0470633492

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A NEW EDITION OF THE CLASSIC TEXT ON OPTIMAL CONTROL THEORY As a superb introductory text and an indispensable reference, this new edition of Optimal Control will serve the needs of both the professional engineer and the advanced student in mechanical, electrical, and aerospace engineering. Its coverage encompasses all the fundamental topics as well as the major changes that have occurred in recent years. An abundance of computer simulations using MATLAB and relevant Toolboxes is included to give the reader the actual experience of applying the theory to real-world situations. Major topics covered include: Static Optimization Optimal Control of Discrete-Time Systems Optimal Control of Continuous-Time Systems The Tracking Problem and Other LQR Extensions Final-Time-Free and Constrained Input Control Dynamic Programming Optimal Control for Polynomial Systems Output Feedback and Structured Control Robustness and Multivariable Frequency-Domain Techniques Differential Games Reinforcement Learning and Optimal Adaptive Control

SIAM Journal on Control and Optimization

SIAM Journal on Control and Optimization
Author: Society for Industrial and Applied Mathematics
Publisher:
Total Pages: 1112
Release: 1998
Genre: Automatic control
ISBN:

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Contains research articles on the mathematics and applications of control theory and on those parts of optimization theory concerned with the dynamics of deterministic or stochastic systems in continuous or discrete time or otherwise dealing with differential equations, dynamics, infinite-dimensional spaces, or fundamental issues in variational analysis and geometry.