Iterative Dynamic Programming
1st Edition
Published on 17. September 2019
344 pages
978-1-4200-3602-2 (ISBN)
Description
Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem
Reviews / Votes
"This book provides a working knowledge of IDP with many worked out solutions for a wide range of problems. This is especially useful for graduate students and industrial practitioners because a strong background in mathematical techniques and chemical engineering is not essential for understanding this book. This book can be used in a university as a textbook at the level of seniors or first-year graduate students. Of course, this book is also suitable for academic researchers who need an alternative way to cross-validate their solutions to OCPs with their newly devised methods... It can be concluded that this text is a very good addition to the toolbox for numerical optimal control. It is expected that all engineers, graduate students, researchers who are involved in solving optimal control problems should know IDP - the new powerful OCP solution scheme."-International Journal of Robust and Nonlinear Control, vol. 11, no. 14, December 15, 2001
More details
Series
Edition
1. Auflage
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
Professionals in engineering design, operations research, optimization and optimal control, applied mathematics, and related fields
Illustrations
57 s/w Tabellen
57 tables and 700 equations
ISBN-13
978-1-4200-3602-2 (9781420036022)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Rein Luus
Iterative Dynamic Programming
Book
01/2000
1st Edition
Chapman & Hall/CRC
€262.80
Shipment within 15-20 days
Content
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
