Discrete time optimal control | Hans F. Ravn
| | Abstract | Experience has shown that a number of relevant problems within engineering, economics and energy systems analysis may be formulated and modeled as discrete time optimal control problems, or more generally as mathematical optimization problems. Mathematical optimization models serve several purposes. Sometimes they are used to gain insight into the nature of matter, as is for example the case with the modeling of various physical phenomena as optimization problems (reflected as e.g. least force principles). Sometimes the purpose is to give a quantitative answer or support to a decision problem that is well understood in quantitative terms. Very often the purpose is somewhere between these: both to gain insight into the nature of a problem and to contribute towards quantification and decision making. In this light the purpose is to clarify a problem by modeling, and in relation to optimization this is done by characterizing an optimal solution, by interpreting it and by finding it. As indicated, it may very well be relevant to focus on one or tow of these aspects only. The relevance of treating discrete time optimal control problems specifically is due to the fact that this formulation seems natural for a number of practical problems; and the more adequately the problem is formulated, the better may the other purposes of modeling and optimization be fulfilled. | | Type | Doctoral thesis | | Year | 1999 | | Publisher | Technical University of Denmark, DTU Informatics, E-mail: reception@imm.dtu.dk | | Address | Asmussens Alle, Building 305, DK-2800 Kgs. Lyngby, Denmark | | Note | This thesis has been accepted by the Technical University of Denmark for public defence in fulfilment of the requirements for the degree of Doctor Technices, Lyngby, Denmark, June 9, 1999 | | Publication link | http://www2.imm.dtu.dk/documents/ftp/phdliste/HansRavn-thesis1999.pdf | | BibTeX data | [bibtex] | | IMM Group(s) | Operations Research |
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