Iterative Dynamic Programming

With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions. This book offers the first comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others along with the insight that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.

List of contents

Chapter 1: Fundamental concepts; Chapter 2: Steady-state optimization; Chapter 3: Dynamic programming; Chapter 4: Iterative dynamic programming; Chapter 5: Allowable values for control; Chapter 6: Evaluation of parameters in IDP; Chapter 7: Piecewise linear control; Chapter 8: Time-delay systems; Chapter 9: Variable stage lengths; Chapter 10: Singular control problems; Chapter 11: State constraints; Chapter 12: Time optimal control; Chapter 13: Nonseparable problems; Chapter 14: Sensitivity considerations; Chapter 15: Toward practical optimal control

About the author

Rein Luus

Product details

• Authors: Rein Luus, Rein (University of Toronto Luus, Luus Rein
• Publisher: Taylor and Francis
• Languages: English
• Product format: Hardback
• Released: 27.01.2000
• EAN: 9781584881483
• ISBN: 978-1-58488-148-3
• No. of pages: 342
• Weight: 790 g
• Illustrations: Tabellen, schwarz-weiss
• Series: Monographs and Surveys in Pure and Applied Mathematics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > General, dictionaries; MATHEMATICS / Applied, COMPUTERS / Software Development & Engineering / General, TECHNOLOGY & ENGINEERING / Automation, COMPUTERS / Programming / General, COMPUTERS / Machine Theory, Mathematical theory of computation, Applied mathematics, Computer programming / software engineering, Automatic control engineering, Computer Programming / Software Development