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N. U. Ahmed - Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications

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N. U. Ahmed Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications
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Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications: summary, description and annotation

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This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered.

In the past few decades, there have been remarkable advances in the field of systems and control theory thanks to the unprecedented interaction between mathematics and the physical and engineering sciences. Recently, optimal control theory for dynamic systems driven by vector measures has attracted increasing interest. This book presents this theory for dynamic systems governed by both ordinary and stochastic differential equations, including extensive results on the existence of optimal controls and necessary conditions for optimality. Computational algorithms are developed based on the optimality conditions, with numerical results presented to demonstrate the applicability of the theoretical results developed in the book.

This book will be of interest to researchers in optimal control or applied functional analysis interested in applications of vector measures to control theory, stochastic systems driven by vector measures, and related topics. In particular, this self-contained account can be a starting point for further advances in the theory and applications of dynamic systems driven and controlled by vector measures.

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Book cover of Optimal Control of Dynamic Systems Driven by Vector Measures - photo 1
Book cover of Optimal Control of Dynamic Systems Driven by Vector Measures
N. U. Ahmed and Shian Wang
Optimal Control of Dynamic Systems Driven by Vector Measures
Theory and Applications
1st ed. 2021
Logo of the publisher N U Ahmed University of Ottawa Ottawa ON Canada - photo 2
Logo of the publisher
N. U. Ahmed
University of Ottawa, Ottawa, ON, Canada
Shian Wang
University of Minnesota, Minneapolis, MN, USA
ISBN 978-3-030-82138-8 e-ISBN 978-3-030-82139-5
https://doi.org/10.1007/978-3-030-82139-5
Mathematics Subject Classication (2010): 34H05 49J15 49K15 49M05 37N35 93C15
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

This Springer imprint is published by the registered company Springer Nature Switzerland AG

The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland

In memory of my parents, uncles, aunts, sisters, brothers, and my wife Feroza who gave so much.

Dedicated to my sons: Jordan and Schockley; daughters: Pamela, Rebeka, Mona, and Lisa; and my grandchildren: Reynah-Sofia, Maximus, Achilles, Eliza, Pearl, Austin, Rio, Kira, and Jazzmine.

Dedicated to my parents Guihua Xu and Shiwu Wang, and my sister Man Wang.

Preface

There are many prominent areas of systems and control theory that include systems governed by linear and nonlinear ordinary and functional differential equations, stochastic differential equations, partial differential equations including their stochastic counterparts, and, above all, systems governed by abstract differential equations and inclusions. The remarkable advance of this field is due to the unprecedented interest, interaction, and contribution of pure and applied mathematics and physical and engineering sciences. We strongly believe that this interaction will continue simply because there are many unsolved challenging problems and emerging new ones. Such problems are of great interest to mathematicians, scientists, and engineers.

This book is concerned with the development of optimal control theory for finite dimensional systems governed by deterministic as well as stochastic differential equations (which may be subject to impulsive forces) controlled by vector measures. Impulsive controls are special cases of controls determined by vector measures. The book has two major parts. The first part deals with deterministic dynamic systems including differential inclusions controlled by vector measures; the second part is concerned with stochastic dynamic systems also controlled by vector measures. For non-convex control problems, probability measure valued functions known as relaxed controls are used. We consider the question of existence of optimal controls and the necessary conditions of optimality whereby optimal control policies can be determined.

In recent years, significant applications of systems and control theory have been witnessed in areas as diverse as physical sciences, engineering, biological sciences, social sciences, management, and financial engineering, among many others. In particular, the most interesting applications have taken place in areas such as aerospace (civilian, military), space structures (space station, communication satellites), suspension bridges, artificial heart, immunology, power system, hydrodynamics, plasma and magneto hydrodynamics, computer communication networks, and intelligent transportation systems. The importance of applications whereby a theory is tested and new theories are developed is clearly recognized. This book is devoted mainly towards the development of theory of measure-driven differential equations and their optimal control by vector measures.

This book contains seven chapters. In Chap. , we present some practical examples of application with numerical results to demonstrate the applicability of the theories developed in this book.

The authors hope that this book will inspire young mathematicians and mathematically oriented scientists and engineers to further advance the theory and application of dynamic systems driven and controlled by vector measures.

Finally, we would like to appreciate Dr. Remi Lodh, the Editor of Mathematics with Springer Verlag, for his continued support and excellent cooperation throughout the publishing process.

Table 1

List of Notations

Notation

Description

C(I, Rn)

Class of continuous functions defined on the interval I

and taking values in Rn, p. 2

-algebra of Borel subsets of the set X p 4 M X Class of measurable - photo 3

-algebra of Borel subsets of the set X, p. 4

M(, X)

Class of measurable functions from to X, p. 5

A -finite measure space p 5 BI R n Banach space of bounded - photo 4

A -finite measure space, p. 5

B(I, Rn)

Banach space of bounded measurable functions from I

to Rn, p. 5

Class of measurable real-valued functions defined on p 6 MCT - photo 5

Class of measurable real-valued functions defined on

, p. 6

MCT

Monotone Convergence Theorem, p. 11

LDCT

Lebesgue dominated convergence theorem, p. 13

LBCT

Lebesgue bounded convergence theorem, p. 14

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