optimal control problem
1Optimal control — theory, an extension of the calculus of variations, is a mathematical optimization method for deriving control policies. The method is largely due to the work of Lev Pontryagin and his collaborators in the Soviet Union[1] and Richard Bellman in… …
2Pseudospectral optimal control — Pseudospectral (PS) optimal control is a computational method for solving optimal control problems. PS optimal controllers have beenextensively used to solve a wide range of problems such as those arising in UAV trajectory generation, missile… …
3DIDO (optimal control) — DIDO is a user friendly MATLAB program for solving hybrid optimal control problems. The general purpose program is named after Dido, the legendary founder and first queen of Carthage who is famous in mathematics for her remarkable solution to a… …
4Inventory control problem — The inventory control problem is a type of problem encountered within the field of optimal control. ConceptsOne issue is infrequent large orders vs. frequent small orders. Calculating shipping costs, volume discounts, storage costs, and capital… …
5Control engineering — Control systems play a critical role in space flight Control engineering or Control systems engineering is the engineering discipline that applies control theory to design systems with predictable behaviors. The practice uses sensors to measure… …
6Optimal projection equations — In control, the Linear Quadratic Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, incomplete state information (i.e. not all… …
7Optimal design — This article is about the topic in the design of experiments. For the topic in optimal control theory, see shape optimization. Gustav Elfving developed the optimal design of experiments, and so minimized surveyors need for theodolite measurements …
8Control theory — For control theory in psychology and sociology, see control theory (sociology) and Perceptual Control Theory. The concept of the feedback loop to control the dynamic behavior of the system: this is negative feedback, because the sensed value is… …
9control theory — Field of applied mathematics relevant to the control of certain physical processes and systems. It became a field in its own right in the late 1950s and early 60s. After World War II, problems arising in engineering and economics were recognized… …
10Merton's portfolio problem — is a well known problem in continuous time finance. An investor with a finite lifetime must choose how much to consume and must allocate his wealth between stocks and a risk free asset so as to maximize expected lifetime utility. The problem was… …
