Optimal control of ODEs and DAEs. (Q533399): Difference between revisions

This book is devoted to the theory and applications of optimal control problems, in which the dynamics is represented by an Ordinary Differential Equation (ODE) or by a combination of an ordinary differential equation and an algebraic equation, the so-called Differential-Algebraic Equation (DAE). Such DAEs are either explicitly present in the problems, or they often naturally arise from the physical background of the problem. In eight chapters plus the references and index, the author discusses theoretical and practical issues connected with solving optimal control problems. The theory includes transformations between various optimal control problems, necessary optimality conditions, perturbation index, review of function spaces, local minimum principles, sensitivity with respect to parameters, and others. Practical issues are represented by discretization methods for differential equations obtained from the necessary optimality conditions (for ODEs and DAEs) and for the optimal control problem itself. The first set includes in particular implicit Runge--Kutta methods and shooting methods, the second set includes direct methods, sequential quadratic programming, and discrete maximum principle. This book will be particularly useful for graduate students and lecturers, since is provides full details of solutions for many real life optimal control problems. These examples also demonstrate the interplay between the continuous and discretized version of the same optimal control problem. This book will certainly become a valuable reference in the field.