Optimal Control

Optimal Control

Optimal control theory, an extension of the calculus of variations, is a mathematical optimization method for deriving control policies. The method is largely due to the work of Lev Pontryagin and his collaborators in the Soviet Union and Richard Bellman in the United States.

Read more about Optimal ControlGeneral Method, Linear Quadratic Control, Numerical Methods For Optimal Control, Discrete-time Optimal Control, Examples

Other articles related to "optimal control, control":

Suresh P. Sethi - Selected Contributions - Optimal Control Formulations and Solutions of A Variety of Dynamic Operations Management and Economi
... Suresh Sethi is the key figure in the development and use of optimal control theory to address dynamic and stochastic problems in management science ... Sethi wrote his 1972 doctoral thesis on optimal control and its applications ... Sethi-Thompson book that brought the theory of optimal control to management schools ...
Mechanism Design - Examples - Myerson Ironing - Proof
... The proof uses the theory of optimal control ... boundaries of the interval Condition two ensures that the satisfying the optimal control problem reconnects to the schedule in the original problem at the ... to do it, with shadow price where is a state variable and the control ...
PROPT - Description
... TomSym modeling class, for generation of highly complex optimal control problems ... Collocation method (with Gauss or Chebyshev points) for solving optimal control problems ... Integrated support for non-smooth (hybrid) optimal control problems ...
Pseudospectral Optimal Control
... "Pseudospectral optimal control" is a joint theoretical-computational method for solving optimal control problems ... It combines pseudospectral (PS) theory with optimal control theory to produce PS optimal control theory ... PS optimal control techniques have been extensively used to solve a wide range of problems such as those arising in UAV trajectory generation, missile guidance, control of ...
Multi-objective Optimization - Multiobjective Optimization Applications - Optimal Control
... Often such problems are subject to linear equality constraints that prevent all objectives from being simultaneously perfectly met, especially when the number of controllable variables is less than the number of objectives and when the presence of random shocks generates uncertainty ... Commonly a multi-objective quadratic objective function is used, with the cost associated with an objective rising quadratically with the distance of the objective from its ideal value ...

Famous quotes containing the words control and/or optimal:

    America is neither free nor brave, but a land of tight, iron- clanking little wills, everybody trying to put it over everybody else, and a land of men absolutely devoid of the real courage of trust, trust in life’s sacred spontaneity. They can’t trust life until they can control it.
    —D.H. (David Herbert)

    It is the child in man that is the source of his uniqueness and creativeness, and the playground is the optimal milieu for the unfolding of his capacities and talents.
    Eric Hoffer (1902–1983)