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Title: El principio del máximo de Pontryagin
Author: Muñoz Ruz, Rubén
Director/Tutor: Corcuera Valverde, José Manuel
Keywords: Càlcul de variacions
Treballs de fi de grau
Teoria de control
Processos estocàstics
Equacions diferencials ordinàries
Sistemes dinàmics diferenciables
Calculus of variations
Bachelor's thesis
Control theory
Stochastic processes
Ordinary differential equations
Differentiable dynamical systems
Issue Date: 24-Jun-2014
Abstract: The aim of this end of degree work is to analyze a few problems studied by the optimal control theory using the Pontryagin’s maximum principle. It is divided into three distinct parts: in the first one we introduce the calculus of variations theory, in the second one we present the optimal control theory and the maximum principle and we show that this theory can be treated as an extension of calculus of variations; and, finally, in the last part we expose how the optimal control theory can be extended considering some randomness, that is to say, for cases involving stochastic processes.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2014, Director: José Manuel Corcuera Valverde
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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