Constrained Optimization in the Calculus of Variations and Optimal Control Theory / Edition 1

Constrained Optimization in the Calculus of Variations and Optimal Control Theory / Edition 1

by John Gregory, C. Lin
     
 

ISBN-10: 0412742306

ISBN-13: 9780412742309

Pub. Date: 08/22/2007

Publisher: Springer Netherlands

A major problem in current applied mathematics is the lack of efficient and accurate techniques to solve optimization problems in the calculus of variations and optimal control theory. This is surprising since problems occur throughout many areas of applied mathematics, engineering, physical sciences, economics, and biomedicine. For instance, these techniques are used…  See more details below

Overview

A major problem in current applied mathematics is the lack of efficient and accurate techniques to solve optimization problems in the calculus of variations and optimal control theory. This is surprising since problems occur throughout many areas of applied mathematics, engineering, physical sciences, economics, and biomedicine. For instance, these techniques are used to solve rocket trajectory problems, current flow problems in electronics manufacturing, and financial risk problems in investing. The authors have written a unique book to remedy this problem. The first half of the book contains classical material in the field, the second half unique theoretical and numerical methods for constrained problems.

Product Details

ISBN-13:
9780412742309
Publisher:
Springer Netherlands
Publication date:
08/22/2007
Edition description:
1992
Pages:
217
Product dimensions:
9.21(w) x 6.14(h) x 0.56(d)

Table of Contents

The finite dimensional problem. The basic theory of the calculus of variations. The basic optimal control problem. The constrained problem of bolza. A reformulation of general optimal control problems as unconstrained problems in the calculus of variations. Numerical methods.

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