Springer INdAM Series

Numerical Methods for Optimal Control Problems

Editors: Falcone, M., Ferretti, R., Grüne, L., McEneaney, W.M. (Eds.)

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  • Presents recent mathematical methods for optimal control problems and their applications
  • Provides rigorous mathematical results
  • Offers several hints on numerical methods and on the construction of efficient algorithms
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About this book

This work presents recent mathematical methods in the area of optimal control with a particular emphasis on the computational aspects and applications. Optimal control theory concerns the determination of control strategies for complex dynamical systems, in order to optimize some measure of their performance. Started in the 60's under the pressure of the "space race" between the US and the former USSR, the field now has a far wider scope, and embraces a variety of areas ranging from process control to traffic flow optimization, renewable resources exploitation and management of financial markets. These emerging applications require more and more efficient numerical methods for their solution, a very difficult task due the huge number of variables. The chapters of this volume give an up-to-date presentation of several recent methods in this area including fast dynamic programming algorithms, model predictive control and max-plus techniques. This book is addressed to researchers, graduate students and applied scientists working in the area of control problems, differential games  and their applications.


About the authors

Maurizio Falcone is Professor of Numerical Analysis at the University of Rome "La Sapienza" since 2001.   He held visiting positions at several institutions including ENSTA (Paris), the IMA (Minneapolis), Paris 6 and 7, the Russian Academy of Sciences (Moscow and Ekaterinburg) and UCLA. He serves as associate editor for the journal "Dynamic Games and Applications" and  has authored a monograph and about 80 papers in international journals.
His research interests include numerical analysis, control theory and differential games.

Roberto Ferretti is Associate Professor of Numerical Analysis at Roma Tre University since 2001. He has been an invited professor in UCLA (USA), Universitet Goroda Pereslavlya (Russia), ENSTA-Paristech and IRMA (France), TU Munich (Germany) and UP Madrid (Spain). He has authored a monograph and more than 40 papers on international journals/volumes, in topics ranging from semi-Lagrangian schemes to optimal control, level set methods, image processing and computational fluid Dynamics.

Lars Grüne is Professor for Applied Mathematics at the University of Bayreuth, Germany. He obtained his Ph.D. from the University of Augsburg in 1996 and his habilitation from Goethe University in Frankfurt/M in 2001. He held visiting positions at the Sapienza in Rome (Italy) and at the University of Newcastle (Australia) and is Editor-in-Chief of the journal Mathematics of Control, Signals and Systems. His research interests lie in the areas of mathematical systems theory and optimal control.

William M. McEneaney received B.S. and M.S. degrees in Mathematics from Rensselaer Polytechnic Inst., followed by M.S. and Ph.D. degrees in Applied Mathematics from Brown Univ. He has held academic positions at Carnegie Mellon Univ. and North Carolina State Univ., prior to his current appointment at Univ. of California, San Diego. His non-academic positions have included Jet Propulsion Laboratory and Air Force Office of Scientific Research. His interests include Stochastic Control and Games, Max-Plus Algebraic Numerical Methods, and the Principle of Stationary Action.

Table of contents (11 chapters)

Table of contents (11 chapters)
  • A Hamilton-Jacobi-Bellman Approach for the Numerical Computation of Probabilistic State Constrained Reachable Sets

    Assellaou, Mohamed (et al.)

    Pages 1-22

  • An Iterative Solution Approach for a Bi-level Optimization Problem for Congestion Avoidance on Road Networks

    Britzelmeier, Andreas (et al.)

    Pages 23-38

  • Computation of Optimal Trajectories for Delay Systems: An Optimize-Then-Discretize Strategy for General-Purpose NLP Solvers

    Cacace, Simone (et al.)

    Pages 39-62

  • POD-Based Economic Optimal Control of Heat-Convection Phenomena

    Mechelli, Luca (et al.)

    Pages 63-87

  • Order Reduction Approaches for the Algebraic Riccati Equation and the LQR Problem

    Alla, Alessandro (et al.)

    Pages 89-109

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-3-030-01959-4
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA in USD
  • ISBN 978-3-030-01958-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Numerical Methods for Optimal Control Problems
Editors
  • Maurizio Falcone
  • Roberto Ferretti
  • Lars Grüne
  • William M. McEneaney
Series Title
Springer INdAM Series
Series Volume
29
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-01959-4
DOI
10.1007/978-3-030-01959-4
Hardcover ISBN
978-3-030-01958-7
Series ISSN
2281-518X
Edition Number
1
Number of Pages
X, 268
Number of Illustrations
18 b/w illustrations, 26 illustrations in colour
Topics