AuthorCesari, Lamberto. author
TitleOptimizationโTheory and Applications [electronic resource] : Problems with Ordinary Differential Equations / by Lamberto Cesari
ImprintNew York, NY : Springer New York, 1983
Connect tohttp://dx.doi.org/10.1007/978-1-4613-8165-5
Descript XIV, 542 p. online resource

SUMMARY

This book has grown out of lectures and courses in calculus of variations and optimization taught for many years at the University of Michigan to graduate students at various stages of their careers, and always to a mixed audience of students in mathematics and engineering. It attempts to present a balanced view of the subject, giving some emphasis to its connections with the classical theory and to a number of those problems of economics and engineering which have motivated so many of the present developments, as well as presenting aspects of the current theory, particularly value theory and existence theorems. However, the presentation ofthe theory is connected to and accompanied by many concrete problems of optimization, classical and modern, some more technical and some less so, some discussed in detail and some only sketched or proposed as exercises. No single part of the subject (such as the existence theorems, or the more traditional approach based on necessary conditions and on sufficient conditions, or the more recent one based on value function theory) can give a sufficient representation of the whole subject. This holds particularly for the existence theorems, some of which have been conceived to apply to certain large classes of problems of optimization. For all these reasons it is essential to present many examples (Chapters 3 and 6) before the existence theorems (Chapters 9 and 11-16), and to investigate these examples by means of the usual necessary conditions, sufficient conditions, and value function theory


CONTENT

1 Problems of OptimizationโA General View -- 2 The Classical Problems of the Calculus of Variations: Necessary Conditions and Sufficient Conditions; Convexity and Lower Semicontinuity -- 3 Examples and Exercises on Classical Problems -- 4 Statement of the Necessary Condition for Mayer Problems of Optimal Control -- 5 Lagrange and Bolza Problems of Optimal Control and Other Problems -- 6 Examples and Exercises on Optimal Control -- 7 Proofs of the Necessary Condition for Control Problems and Related Topics -- 8 The Implicit Function Theorem and the Elementary Closure Theorem -- 9 Existence Theorems: The Bounded, or Elementary, Case -- 10 Closure and Lower Closure Theorems under Weak Convergence -- 11 Existence Theorems: Weak Convergence and Growth Conditions -- 12 Existence Theorems: The Case of an Exceptional Set of No Growth -- 13 Existence Theorems: The Use of Lipschitz and Tempered Growth Conditions -- 14 Existence Theorems: Problems of Slow Growth -- 15 Existence Theorems: The Use of Mere Pointwise Convergence on the Trajectories -- 16 Existence Theorems: Problems with No Convexity Assumptions -- 17 Duality and Upper Semicontinuity of Set Valued Functions -- 18 Approximation of Usual and of Generalized Solutions -- Author Index


SUBJECT

  1. Mathematics
  2. System theory
  3. Calculus of variations
  4. Mathematics
  5. Systems Theory
  6. Control
  7. Calculus of Variations and Optimal Control; Optimization