OPTIMAL CONTROL AND FORECASTING OF COMPLEX DYNAMICAL SYSTEMS - Hardcover

Grigorenko, Ilya

Hardcover

ISBN 10: 9812566600 ISBN 13: 9789812566607

Publisher: World Scientific Publishing Company, 2006

Synopsis

This important book reviews applications of optimization and optimal control theory to modern problems in physics, nano-science and finance. The theory presented here can be efficiently applied to various problems, such as the determination of the optimal shape of a laser pulse to induce certain excitations in quantum systems, the optimal design of nanostructured materials and devices, or the control of chaotic systems and minimization of the forecast error for a given forecasting model (for example, artificial neural networks). 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.

Edition details

• Publisher: World Scientific Publishing Company
• Publication date: 2006
• Language: English
• ISBN 10: 9812566600
• ISBN 13: 9789812566607
• Binding: Hardcover
• Number of pages: 212