Dynamic programming and optimal control by Dimitri P. Bertsekas

Dynamic programming and optimal control Dimitri P. Bertsekas ebook
Publisher: Athena Scientific
ISBN: 1886529264, 9781886529267
Page: 281
Format: pdf

Dynamic programming and optimal control: Hamilton-Jacobi-Bellman equation, verification arguments, optimal stopping. Each crane is assigned a sequence of pickups and deliveries at specified locations that must be performed within given time windows. Novel insights on the optimal allocation of economic resources were also obtained from approaches embedding compartmental models into optimization frameworks such as optimal control theory or dynamic programming [39,45,68-71]. (a) State and prove optimal control problem based on dynamic programming in discrete time system (b) Explain the principles of causality and invariant imbedding. The algorithm finds optimal spacetime trajectories for two factory cranes or hoists that move along a single overhead track. An innovative data structure controls the memory requirements of the state space and enables solution of problems of realistic size. There are two key attributes that a problem must have in order for dynamic programming to be applicable: optimal substructure and overlapping subproblems. Topics from deterministic and stochastic optimal control, reinforcement learning and dynamic programming, numerical optimization in the context of control, and robotics. I think they should be included as well, especially optimal control theory. We describe a specialized dynamic programming algorithm for factory crane scheduling. Applications of dynamic programming in a variety of fields will be covered in recitations. Linear parabolic equations: fundamental solution, boundary value problems, maximum principle, transform methods. We will consider optimal control of a dynamical system over both a finite and an infinite number of stages.