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OPTIMAL CONTROL AND FORECASTING OF COMPLEX DYNAMICAL SYSTEMS
by Ilya Grigorenko (University of Southern California, USA)
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.
Contents:
- Analytical Methods in Control and Optimization
- Numerical
Optimization
- Chaos in Complex Systems
- Optimal Control of Quantum Systems
- Optimal Control and Quantum Computing
- Forecasting of Complex Dynamical Systems
Readership: Graduate students and researchers in optimal control, numerical
optimization and forecasting of complex systems.
| 212pp |
Pub. date: Mar 2006 |
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