تاريخ الرياضيات
الاعداد و نظريتها
تاريخ التحليل
تار يخ الجبر
الهندسة و التبلوجي
الرياضيات في الحضارات المختلفة
العربية
اليونانية
البابلية
الصينية
المايا
المصرية
الهندية
الرياضيات المتقطعة
المنطق
اسس الرياضيات
فلسفة الرياضيات
مواضيع عامة في المنطق
الجبر
الجبر الخطي
الجبر المجرد
الجبر البولياني
مواضيع عامة في الجبر
الضبابية
نظرية المجموعات
نظرية الزمر
نظرية الحلقات والحقول
نظرية الاعداد
نظرية الفئات
حساب المتجهات
المتتاليات-المتسلسلات
المصفوفات و نظريتها
المثلثات
الهندسة
الهندسة المستوية
الهندسة غير المستوية
مواضيع عامة في الهندسة
التفاضل و التكامل
المعادلات التفاضلية و التكاملية
معادلات تفاضلية
معادلات تكاملية
مواضيع عامة في المعادلات
التحليل
التحليل العددي
التحليل العقدي
التحليل الدالي
مواضيع عامة في التحليل
التحليل الحقيقي
التبلوجيا
نظرية الالعاب
الاحتمالات و الاحصاء
نظرية التحكم
بحوث العمليات
نظرية الكم
الشفرات
الرياضيات التطبيقية
نظريات ومبرهنات
علماء الرياضيات
500AD
500-1499
1000to1499
1500to1599
1600to1649
1650to1699
1700to1749
1750to1779
1780to1799
1800to1819
1820to1829
1830to1839
1840to1849
1850to1859
1860to1864
1865to1869
1870to1874
1875to1879
1880to1884
1885to1889
1890to1894
1895to1899
1900to1904
1905to1909
1910to1914
1915to1919
1920to1924
1925to1929
1930to1939
1940to the present
علماء الرياضيات
الرياضيات في العلوم الاخرى
بحوث و اطاريح جامعية
هل تعلم
طرائق التدريس
الرياضيات العامة
نظرية البيان
CONTROLLABILITY, BANG-BANG PRINCIPLE-DEFINITIONS
المؤلف: Lawrence C. Evans
المصدر: An Introduction to Mathematical Optimal Control Theory
الجزء والصفحة: 15-16
3-10-2016
320
We firstly recall from Chapter 1 the basic form of our controlled ODE:
Here x0 ∈ Rn, f : Rn ×A → Rn, α : [0,∞) → A is the control, and x : [0,∞) → Rn is the response of the system.
This chapter addresses the following basic
CONTROLLABILITY QUESTION: Given the initial point x0 and a “target” set S ⊂ Rn, does there exist a control steering the system to S in finite time?
For the time being we will therefore not introduce any payoff criterion that would characterize an “optimal” control, but instead will focus on the question as to whether or not there exist controls that steer the system to a given goal. In this chapter we will mostly consider the problem of driving the system to the origin S = {0}.
DEFINITION. We define the reachable set for time t to be C(t) = set of initial points x0 for which there exists a control such that x(t) = 0, and the overall reachable set
C = set of initial points x0 for which there exists a control such that x(t) = 0 for some finite time t.
Note that
Hereafter, let Mn×m denote the set of all n × m matrices. We assume for the rest of this and the next chapter that our ODE is linear in both the state x(.) and the control α(.), and consequently has the form
where M ∈ Mn×n and N ∈ Mn×m. We assume the set A of control parameters is a cube in Rm:
A = [−1, 1]
m = {a ∈ Rm | |ai| ≤ 1, i = 1, . . . ,m}.
References
[B-CD] M. Bardi and I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhauser, 1997.
[B-J] N. Barron and R. Jensen, The Pontryagin maximum principle from dynamic programming and viscosity solutions to first-order partial differential equations, Transactions AMS 298 (1986), 635–641.
[C1] F. Clarke, Optimization and Nonsmooth Analysis, Wiley-Interscience, 1983.
[C2] F. Clarke, Methods of Dynamic and Nonsmooth Optimization, CBMS-NSF Regional Conference Series in Applied Mathematics, SIAM, 1989.
[Cr] B. D. Craven, Control and Optimization, Chapman & Hall, 1995.
[E] L. C. Evans, An Introduction to Stochastic Differential Equations, lecture notes avail-able at http://math.berkeley.edu/˜ evans/SDE.course.pdf.
[F-R] W. Fleming and R. Rishel, Deterministic and Stochastic Optimal Control, Springer, 1975.
[F-S] W. Fleming and M. Soner, Controlled Markov Processes and Viscosity Solutions, Springer, 1993.
[H] L. Hocking, Optimal Control: An Introduction to the Theory with Applications, OxfordUniversity Press, 1991.
[I] R. Isaacs, Differential Games: A mathematical theory with applications to warfare and pursuit, control and optimization, Wiley, 1965 (reprinted by Dover in 1999).
[K] G. Knowles, An Introduction to Applied Optimal Control, Academic Press, 1981.
[Kr] N. V. Krylov, Controlled Diffusion Processes, Springer, 1980.
[L-M] E. B. Lee and L. Markus, Foundations of Optimal Control Theory, Wiley, 1967.
[L] J. Lewin, Differential Games: Theory and methods for solving game problems with singular surfaces, Springer, 1994.
[M-S] J. Macki and A. Strauss, Introduction to Optimal Control Theory, Springer, 1982.
[O] B. K. Oksendal, Stochastic Differential Equations: An Introduction with Applications, 4th ed., Springer, 1995.
[O-W] G. Oster and E. O. Wilson, Caste and Ecology in Social Insects, Princeton UniversityPress.
[P-B-G-M] L. S. Pontryagin, V. G. Boltyanski, R. S. Gamkrelidze and E. F. Mishchenko, The Mathematical Theory of Optimal Processes, Interscience, 1962.
[T] William J. Terrell, Some fundamental control theory I: Controllability, observability, and duality, American Math Monthly 106 (1999), 705–719.