Optimal Control and Forecasting of Complex Dynamical Systems
Ilya Grigorenko
This book reviews applications of optimization and optimal control theory to modern problems in physics, nano-science and finance. Starting from a brief review of the history of variational calculus, the book discusses optimal control theory and global optimization using modern numerical techniques. Key elements of chaos theory and basics of fractional derivatives, which are useful in control and forecast of complex dynamical systems, are presented. The coverage includes several interdisciplinary problems to demonstrate the efficiency of the presented algorithms, and different methods of forecasting complex dynamics are discussed.
年:
2006
出版社:
World Scientific
语言:
english
页:
213
ISBN 10:
9812566600
ISBN 13:
9789812566607
文件:
PDF, 9.05 MB
IPFS:
,
english, 2006