optimal control differential games (20 Ergebnisse)

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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.

Zustand: New. pp. 260 Illus.

Taschenbuch. Zustand: Neu. Generalized Characteristics of First Order PDEs | Applications in Optimal Control and Differential Games | Arik Melikyan | Taschenbuch | xiv | Englisch | 2012 | Birkhäuser | EAN 9781461272687 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Optimal Control and Differential Games | Essays in Honor of Steffen Jørgensen | Georges Zaccour | Taschenbuch | xii | Englisch | 2012 | Springer US | EAN 9781461353683 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Zustand: New. 2012. Paperback. . . . . . Books ship from the US and Ireland.

Zustand: New. Optimal control and differential games attracts strong interest from researchers involved in dynamical problems and models in management science. Covering a range of problems in management science, this volume explores the application of these methodologies to contemporary and classical decision problems in management sciences and economics. Editor(s): Zaccour, Georges. Series: Advances in Computational Management Science. Num Pages: 238 pages, biography. BIC Classification: KJS. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 15. Weight in Grams: 542. . 2002. Hardback. . . . . Books ship from the US and Ireland.

Zustand: New. 1998. Hardcover. . . . . . Books ship from the US and Ireland.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Optimal control and differential games continue to attract strong interest from researchers interested in dynamical problems and models in management science. This volume explores the application of these methodologies to new as well as to classical decision problems in management sciences and economics. In Part I, optimal control and dynamical systems approaches are used to analyze problems in areas such as monetary policy, pollution control, relationship marketing, drug control, debt financing, and ethical behavior. In Part II differential games are applied to problems such as oligopolistic competition, common resource management, spillovers in foreign direct investments, marketing channels, incentive strategies, and the computation of Markov perfect Nash equilibria. Optimal Control and Differential Games is an excellent reference for researchers and graduate students covering a wide range of emerging and revisited problems in management science.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In some domains of mechanics, physics and control theory boundary value problems arise for nonlinear first order PDEs. A well-known classical result states a sufficiency condition for local existence and uniqueness of twice differentiable solution. This result is based on the method of characteristics (MC). Very often, and as a rule in control theory, the continuous nonsmooth (non-differentiable) functions have to be treated as a solutions to the PDE. At the points of smoothness such solutions satisfy the equation in classical sense. But if a function satisfies this condition only, with no requirements at the points of nonsmoothness, the PDE may have nonunique solutions. The uniqueness takes place if an appropriate matching principle for smooth solution branches defined in neighboring domains is applied or, in other words, the notion of generalized solution is considered. In each field an appropriate matching principle are used. In Optimal Control and Differential Games this principle is the optimality of the cost function. In physics and mechanics certain laws must be fulfilled for correct matching. A purely mathematical approach also can be used, when the generalized solution is introduced to obtain the existence and uniqueness of the solution, without being aimed to describe (to model) some particular physical phenomenon. Some formulations of the generalized solution may meet the modelling of a given phenomenon, the others may not.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Optimal control and differential games continue to attract strong interest from researchers interested in dynamical problems and models in management science. This volume explores the application of these methodologies to new as well as to classical decision problems in management sciences and economics. In Part I, optimal control and dynamical systems approaches are used to analyze problems in areas such as monetary policy, pollution control, relationship marketing, drug control, debt financing, and ethical behavior. In Part II differential games are applied to problems such as oligopolistic competition, common resource management, spillovers in foreign direct investments, marketing channels, incentive strategies, and the computation of Markov perfect Nash equilibria. Optimal Control and Differential Games is an excellent reference for researchers and graduate students covering a wide range of emerging and revisited problems in management science.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In some domains of mechanics, physics and control theory boundary value problems arise for nonlinear first order PDEs. A well-known classical result states a sufficiency condition for local existence and uniqueness of twice differentiable solution. This result is based on the method of characteristics (MC). Very often, and as a rule in control theory, the continuous nonsmooth (non-differentiable) functions have to be treated as a solutions to the PDE. At the points of smoothness such solutions satisfy the equation in classical sense. But if a function satisfies this condition only, with no requirements at the points of nonsmoothness, the PDE may have nonunique solutions. The uniqueness takes place if an appropriate matching principle for smooth solution branches defined in neighboring domains is applied or, in other words, the notion of generalized solution is considered. In each field an appropriate matching principle are used. In Optimal Control and Differential Games this principle is the optimality of the cost function. In physics and mechanics certain laws must be fulfilled for correct matching. A purely mathematical approach also can be used, when the generalized solution is introduced to obtain the existence and uniqueness of the solution, without being aimed to describe (to model) some particular physical phenomenon. Some formulations of the generalized solution may meet the modelling of a given phenomenon, the others may not.

Zustand: New. &Uumlber den AutorrnrnDraguna Vrabie is a Senior Research Scientist at United Technologies Research Center, East Hartford, Connecticut.Inhaltsverzeichnisrnrnn Chapter 1: Introduction to optimal control, adapti.

Hardcover. Zustand: Brand New. looseleaf edition. 400 pages. 9.37x0.87x6.30 inches. In Stock.

Buch. Zustand: Neu. Neuware - This book gives an exposition of recently developed approximate dynamic programming (ADP) techniques for decision and control in human engineered systems. ADP is a reinforcement machine learning technique that is motivated by learning mechanisms in biological and animal systems. It is connected from a theoretical point of view with both adaptive control and optimal control methods. The book shows how ADP can be used to design a family of adaptive optimal control algorithms that converge in real-time to optimal control solutions by measuring data along the system trajectories. Generally, in the current literature adaptive controllers and optimal controllers are two distinct methods for the design of automatic control systems. Traditional adaptive controllers learn online in real time how to control systems, but do not yield optimal performance. On the other hand, traditional optimal controllers must be designed offline using full knowledge of the systems dynamics. It is also shown how to use ADP methods to solve multi-player differential games online. Differential games have been shown to be important in H-infinity robust control for disturbance rejection, and in coordinating activities among multiple agents in networked teams. The focus of this book is on continuous-time systems, whose dynamical models can be derived directly from physical principles based on Hamiltonian or Lagrangian dynamics.