Dynamic optimization for beginners. With prerequisites and applications

DOI10.4171/ETB/23MaRDI QIDQ2238154zbMATH OpenOpenAlexFDO

Authors Piermarco Cannarsa, Filippo Gazzola

Publication date 29 October 2021

Published in EMS Textbooks in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/etb/23

zbMATH Keywords

calculus of variationsdynamic optimizationdynamic programmingfirst-order partial differential equationsfunctional analysislinear control theorynonlinear control problemsordinary differential equations

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Dynamic programming in optimal control and differential games (49L20) Applications of optimal control and differential games (49N90) Dynamic programming (90C39)

Review text

Cannarsa and Gazzola's introduction to Dynamic Optimization provides the basic needed tools to enter gently, rigourously and efficiently the Dynamic Optimization world. The bet that the authors choose, in addition to providing the students with a good reference book written in a communicative exciting way i.e. a book that they can rely on and that they can easily consult, is to take into account the very ways of learning of the current students and to bring them in a natural way to a slower, deeper and therefore also more thrilling work. These bets are masterfully held. Prerequisites are included and examples, motivations and interpretations are provided all throughout the treated issues, as well as openings towards sophisticated tools. The book includes chapters on Ordinary differential equations, Functional analysis, First-order partial differential equations, Calculus of variations, Linear control theory, Nonlinear control problems, Dynamic programming, and a whole chapter dedicated to solved exercises.

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