The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems (Numerical Analysis and Scientific Computing) - Hardcover

Buch 30 von 34: Chapman & Hall/CRC Numerical Analysis and Scientific Computing

Borz, Alfio

 
9780367715526: The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems (Numerical Analysis and Scientific Computing)
Hardcover
ISBN 10: 036771552X ISBN 13: 9780367715526
Verlag: Chapman and Hall/CRC, 2023

Inhaltsangabe

The sequential quadratic hamiltonian (SQH) method is a novel numerical optimization procedure for solving optimal control problems governed by differential models. It is based on the characterisation of optimal controls in the framework of the Pontryagin maximum principle (PMP).

The SQH method is a powerful computational methodology that is capable of development in many directions. The Sequential Quadratic Hamiltonian Method: Solving Optimal Control Problems discusses its analysis and use in solving nonsmooth ODE control problems, relaxed ODE control problems, stochastic control problems, mixed-integer control problems, PDE control problems, inverse PDE problems, differential Nash game problems, and problems related to residual neural networks.

This book may serve as a textbook for undergraduate and graduate students, and as an introduction for researchers in sciences and engineering who intend to further develop the SQH method or wish to use it as a numerical tool for solving challenging optimal control problems and for investigating the Pontryagin maximum principle on new optimisation problems.

    Features

  • Provides insight into mathematical and computational issues concerning optimal control problems, while discussing many differential models of interest in different disciplines.
  • Suitable for undergraduate and graduate students and as an introduction for researchers in sciences and engineering.
    • Accompanied by codes which allow the reader to apply the SQH method to solve many different optimal control and optimisation problems.

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    Über die Autorin bzw. den Autor

    Alfio Borzì, born 1965 in Catania (Italy), is Professor and Chair of Scientific Computing at the Institute for Mathematics of the University of Würzburg, Germany. He studied Mathematics and Physics in Catania and Trieste where he received his PhD in Mathematics from Scuola Internazionale Superiore di Studi Avanzati (SISSA).

    He served as Research Officer at the University of Oxford (UK) and as Assistant Professor at the University of Graz (Austria) where he completed his Habilitation and was appointed as Associate Professor. Since 2011 he has been Professor of Scientific Computing at the University of Würzburg.

    Alfio Borzì is author of 4 mathematics books and numerous articles in scientific journals. The main topics of his research and teaching activities are modelling and numerical analysis, optimal control, optimisation, and scientific computing. He is member of the editorial board for SIAM Review.

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    Verlag
    Chapman and Hall/CRC
    Erscheinungsdatum
    2023
    Sprache
    Englisch
    ISBN 10 
    036771552X
    ISBN 13 
    9780367715526
    Einband
    Gebundene Ausgabe
    Auflage
    1
    Anzahl der Seiten
    250
    Kontakt zum Hersteller
    preigu GmbH & Co. KG
    mail@preigu.de

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