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Control Theory and Optimization I: Homogeneous Spaces and the Riccati Equation in the Calculus of Variations: Encyclopaedia of Mathematical Sciences, cartea 86

Autor M.I. Zelikin Traducere de S.A. Vakhrameev
en Limba Engleză Hardback – 15 dec 1999
This book is devoted to the development of geometrie methods for studying and revealing geometrie aspects of the theory of differential equations with quadratie right-hand sides (Riccati-type equations), which are closely related to the calculus of variations and optimal control theory. The book contains the following three parts, to each of which aseparate book could be devoted: 1. the classieal calculus of variations and the geometrie theory of the Riccati equation (Chaps. 1-5), 2. complex Riccati equations as flows on Cartan-Siegel homogeneity da­ mains (Chap. 6), and 3. the minimization problem for multiple integrals and Riccati partial dif­ ferential equations (Chaps. 7 and 8). Chapters 1-4 are mainly auxiliary. To make the presentation complete and self-contained, I here review the standard facts (needed in what folIows) from the calculus of variations, Lie groups and algebras, and the geometry of Grass­ mann and Lagrange-Grassmann manifolds. When choosing these facts, I pre­ fer to present not the most general but the simplest assertions. Moreover, I try to organize the presentation so that it is not obscured by formal and technical details and, at the same time, is sufficiently precise. Other chapters contain my results concerning the matrix double ratio, com­ plex Riccati equations, and also the Riccati partial differential equation, whieh the minimization problem for a multiple integral. arises in The book is based on a course of lectures given in the Department of Me­ and Mathematics of Moscow State University during several years.
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Specificații

ISBN-13: 9783540667414
ISBN-10: 3540667415
Pagini: 300
Ilustrații: XII, 284 p.
Dimensiuni: 155 x 235 x 22 mm
Greutate: 0.59 kg
Ediția:2000
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Encyclopaedia of Mathematical Sciences

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

1. Classical Calculus of Variations.- 2. Riccati Equation in the Classical Calculus of Variations.- 3. Lie Groups and Lie Algebras.- 4. Grassmann Manifolds.- 5. Matrix Double Ratio.- 6. Complex Riccati Equations.- 7. Higher-Dimensional Calculus of Variations.- 8. On the Quadratic System of Partial Differential Equations Related to the Minimization Problem for a Multiple Integral.- Epilogue.- Appendix to the English Edition.- References.

Recenzii

".... This book was written by a master expositor and is required reading for anyone who is intersted in pursuing a serious study of the Riccati equation. The first four chapters should be required reading for every graduate student who is thinking about studying geometric or mathematical control theory. I do not know of a better overview of the matheamtics required to do modern geometric control theory. Every control theorist should have a well-worn copy of this book on his bookshelf. ... Zelikin has written a book that will be well read for many years...."
Siam Review, Vol. 43/1, March 2001
"... The text requires good background, but will be a useful reference."
Mathematika 2002, Issue 93-94

Caracteristici

The only monograph on this topic