Author | Pervozvanskii, A. A. author |
---|---|
Title | Theory of Suboptimal Decisions [electronic resource] : Decomposition and Aggregation / by A. A. Pervozvanskii, V. G. Gaitsgori |
Imprint | Dordrecht : Springer Netherlands, 1988 |
Connect to | http://dx.doi.org/10.1007/978-94-009-2833-6 |
Descript | XVIII, 384 p. online resource |
1: The Perturbation Method in Mathematical Programming -- 1.1. Formulation and peculiarities of problems -- 1.2. Perturbations in linear programs -- 1.3 Nonlinear programs: perturbations in objective functions -- 1.4. Necessary and sufficient conditions for an extremum. Quasiconvex and quasilinear programs -- 1.5. Perturbations in nonconvex programs -- 2: Approximate Decomposition and Aggregation for Finite Dimensional Deterministic Problems -- 2.1. Perturbed decomposable structures and two-level planning -- 2.2. Aggregation of activities -- 2.3 Weakly controllable input-output characteristics -- 2.4. Input-output analysis -- 2.5. Aggregation in optimization models based on input-output analysis -- 2.6. Aggregation in the interregional transportation problem with regard to price scales -- 2.7. Optimization of discrete dynamic systems -- 2.8. Control of weakly dynamic systems under state variable constraints -- 3: Singular Programs -- 3.1. Singularity and regularization in quasiconvex problems -- 3.2. The auxiliary problem in the singular case -- 3.3. An approximate aggregation of Markov chains with incomes -- 3.4. An approximation algorithm for Markov programming -- 3.5. An iterative algorithm for suboptimization -- 3.6. An artificial introduction of singular perturbations in compact inverse methods -- 4: The Perturbation Method in Stochastic Programming -- 4.1. One- and two-stage problems -- 4.2. Optimal control problems with small random perturbations -- 4.3. Discrete dynamic systems with weak or aggregatable controls. An asymptotic stochastic maximum principle -- 4.4. Sliding planning and suboptimal decomposition of operative control in a production system -- 4.5. Sliding planning on an infinite horizon -- 4.6. Control of weakly dynamic systems under random disturbances -- 5: Suboptimal Linear Regulator Design -- 5.1. The LQ problem. Suboptimal decomposition -- 5.2. Loss of controllability, singularity, and suboptimal aggregation -- 5.3. Examples of suboptimal regulator synthesis -- 5.4. Control of oscillatory systems -- 5.5. LQG problems -- 6: Nonlinear Optimal Control Problems -- 6.1. The maximum principle and smooth solutions -- 6.2. The general terminal problem -- 6.3. Difference approximations -- 6.4. Weak control (nonuniqueness of the reduced solution) -- 6.5. Aggregation in a singular perturbed problem -- Related Literature