Imperial College London > Talks@ee.imperial > Featured talks > Linear Programming Approach to Singularly Perturbed Problems of Optimal
Log inImperial users Other users No account?Information onFinding a talk Adding a talk Syndicating talks Who we are Everything else |
Linear Programming Approach to Singularly Perturbed Problems of OptimalAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact David Angeli. Problems of optimal control (POC) of dynamical systems arise in a variety of applications and remain in the focus of attention of many researchers. Common theoretical tools for analysis and solution of POC are Pontryagin’s maximum principle and Hamilton-Jacobi-Bellman equations. In this presentation, we will discuss a much less conventional approach to POC based on the fact that, under certain conditions, the latter can be “equivalently” reformulated as infinite-dimensional linear programming problems. The main attention will be paid to an LP based analysis and solution of so-called singularly perturbed POC , in which the state variables change their values with rates of different order of magnitude (so that some of them can be considered to be fast/slow with respect to others). Theoretical developments will be illustrated with numerical examples.. This talk is part of the Featured talks series. This talk is included in these lists:
Note that ex-directory lists are not shown. |
Other listsisn_talks@ee.imperial IEEE TalksOther talksiCore Seminar: London-ish Lattice Coding & Crypto Meeting and IEEE Information Theory Society Distinguished Lecture |