Constrained Optimization in the Calculus of Variations and Optimal Control Theory

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.

List 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.

Product details

• Assisted by: J. Gregory (Editor), John Gregory (Editor), C. Lin (Editor)
• Publisher: Springer Netherlands
• Languages: English
• Product format: Paperback / Softback
• Released: 17.10.2013
• EAN: 9789401052955
• ISBN: 978-94-0-105295-5
• No. of pages: 217
• Dimensions: 157 mm x 235 mm x 13 mm
• Illustrations: XIII, 217 p.
• Subject: Natural sciences, medicine, IT, technology > IT, data processing > IT