Numerical methods for optimal control problems with state constraints / Radosław Pytlak
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 1707Langue : anglais.Éditeur : Berlin : Springer, 1999ISBN: 9783540662143.ISSN: 1617-9692.Sujet MSC : 49Mxx, Calculus of variations and optimal control; optimization - Numerical methods in optimal control49J15, Existence theories in calculus of variations and optimal control, Existence theories for optimal control problems involving ordinary differential equations
90C30, Mathematical programming, Nonlinear programming
65L06, Numerical analysis, Multistep, Runge-Kutta and extrapolation methods for ordinary differential equationsEn-ligne : Springerlink | Zentralblatt | MathSciNet
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The book has the following chapters: 1. Introduction, 2. Estimates on solutions to differential equations and their approximations, 3. First order method, 4. Implementation, 5. Second-order method, 6. Runge-Kutta based procedure for optimal control of differential-algebraic equations. In the Appendix A, a primal range-space method for piecewise-linear quadratic programming is given.
The author gives also remarks on numerical software developed in connection with the derived methods. (Zentralblatt)
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