This book contains a selection of refereed papers presented at the "International Conference on Operations Research (OR 2013)" which took place at Erasmus University Rotterdam September 3-6, 2013. The conference was jointly organized by the German and the Dutch OR Society. More than 800 scientists and students from over 50 countries attended OR 2013 and presented more than 600 papers in parallel topical streams, as well as special award sessions. The theme of the conference and its proceedings is "Impact on People, Business and Society".

Stochastic Averaging and Extremum Seeking treats methods inspired by attempts to understand the seemingly non-mathematical question of bacterial chemotaxis and their application in other environments. The text presents significant generalizations on existing stochastic averaging theory developed from scratch and necessitated by the need to avoid violation of previous theoretical assumptions by algorithms which are otherwise effective in treating these systems. Coverage is given to four main topics. Stochastic averaging theorems are developed for the analysis of continuous-time nonlinear systems with random forcing, removing prior restrictions on nonlinearity growth and on the finiteness of the time interval. The new stochastic averaging theorems are usable not only as approximation tools but also for providing stability guarantees. Stochastic extremum-seeking algorithms are introduced for optimization of systems without available models. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms for non-cooperative/adversarial games is described. The analysis of their convergence to Nash equilibria is provided. The algorithms are illustrated on models of economic competition and on problems of the deployment of teams of robotic vehicles. Bacterial locomotion, such as chemotaxis in E. coli, is explored with the aim of identifying two simple feedback laws for climbing nutrient gradients. Stochastic extremum seeking is shown to be a biologically-plausible interpretation for chemotaxis. For the same chemotaxis-inspired stochastic feedback laws, the book also provides a detailed analysis of convergence for models of nonholonomic robotic vehicles operating in GPS-denied environments. The book contains block diagrams and several simulation examples, including examples arising from bacterial locomotion, multi-agent robotic systems, and economic market models. Stochastic Averaging and Extremum Seeking will be informative for control engineers from backgrounds in electrical, mechanical, chemical and aerospace engineering and to applied mathematicians. Economics researchers, biologists, biophysicists and roboticists will find the applications examples instructive.

Shape optimization deals with problems where the design or control variable is no longer a vector of parameters or functions but the shape of a geometric domain. They include engineering applications to shape and structural optimization, but also original applications to image segmentation, control theory, stabilization of membranes and plates by boundary variations, etc. Free and moving boundary problems arise in an impressingly wide range of new and challenging applications to change of phase. The class of problems which are amenable to this approach can arise from such diverse disciplines as combustion, biological growth, reactive geological flows in porous media, solidification, fluid dynamics, electrochemical machining, etc. The objective and orginality of this NATO-ASI was to bring together theories and examples from shape optimization, free and moving boundary problems, and materials with microstructure which are fundamental to static and dynamic domain and boundary problems.

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagin type maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.

Over the past three decades R.E. Kalman has been one of the most influential personalities in system and control theory. His ideas have been instrumental in a variety of areas. This is a Festschrift honoring his 60th birthday. It contains contributions from leading researchers in the field giving an account of the profound influence of his ideas in a number of areas of active research in system and control theory. For example, since their introduction by Kalman in the early 60's, the concepts of controllability and observability of dynamical systems with inputs, have been the corner stone of the great majority of investigations in the field.

A knowledge of linear systems provides a firm foundation for the study of optimal control theory and many areas of system theory and signal processing. State-space techniques developed since the early sixties have been proved to be very effective. The main objective of this book is to present a brief and somewhat complete investigation on the theory of linear systems, with emphasis on these techniques, in both continuous-time and discrete-time settings, and to demonstrate an application to the study of elementary (linear and nonlinear) optimal control theory. An essential feature of the state-space approach is that both time-varying and time-invariant systems are treated systematically. When time-varying systems are considered, another important subject that depends very much on the state-space formulation is perhaps real-time filtering, prediction, and smoothing via the Kalman filter. This subject is treated in our monograph entitled "Kalman Filtering with Real-Time Applications" published in this Springer Series in Information Sciences (Volume 17). For time-invariant systems, the recent frequency domain approaches using the techniques of Adamjan, Arov, and Krein (also known as AAK), balanced realization, and oo H theory via Nevanlinna-Pick interpolation seem very promising, and this will be studied in our forthcoming monograph entitled "Mathematical Ap proach to Signal Processing and System Theory." The present elementary treatise on linear system theory should provide enough engineering and mathe of these two subjects."

F. dell'Isola, L. Placidi: Variational principles are a powerful tool also for formulating field theories. - F. dell'Isola, P. Seppecher, A. Madeo: Beyond Euler-Cauchy Continua. The structure of contact actions in N-th gradient generalized continua: a generalization of the Cauchy tetrahedron argument. - B. Bourdin, G.A. Francfort: Fracture. - S. Gavrilyuk: Multiphase flow modeling via Hamilton's principle. - V. L. Berdichevsky: Introduction to stochastic variational problems. - A. Carcaterra: New concepts in damping generation and control: theoretical formulation and industrial applications. - F. dell'Isola, P. Seppecher, A. Madeo: Fluid shock wave generation at solid-material discontinuity surfaces in porous media.

Variational methods give an efficient and elegant way to formulate and solve mathematical problems that are of interest to scientists and engineers. In this book three fundamental aspects of the variational formulation of mechanics will be presented: physical, mathematical and applicative ones.
The first aspect concerns the investigation of the nature of real physical problems with the aim of finding the best variational formulation suitable to those problems. The second aspect is the study of the well-posedeness of those mathematical problems which need to be solved in order to draw previsions from the formulated models. And the third aspect is related to the direct application of variational analysis to solve real engineering problems.

Nonlinear Approaches in Engineering Applications focuses on nonlinear phenomena that are common in the engineering field. The nonlinear approaches described in this book provide a sound theoretical base and practical tools to design and analyze engineering systems with high efficiency and accuracy and with less energy and downtime. Presented here are nonlinear approaches in areas such as dynamic systems, optimal control and approaches in nonlinear dynamics and acoustics. Coverage encompasses a wide range of applications and fields including mathematical modeling and nonlinear behavior as applied to microresonators, nanotechnologies, nonlinear behavior in soil erosion,nonlinear population dynamics, and optimization in reducing vibration and noise as well as vibration in triple-walled carbon nanotubes.

The purpose of this book is to give a quick and elementary, yet rigorous, presentation of the rudiments of the so-called theory of Viscosity Solutions which applies to fully nonlinear 1st and 2nd order Partial Differential Equations (PDE). For such equations, particularly for 2nd order ones, solutions generally are non-smooth and standard approaches in order to define a "weak solution" do not apply: classical, strong almost everywhere, weak, measure-valued and distributional solutions either do not exist or may not even be defined. The main reason for the latter failure is that, the standard idea of using "integration-by-parts" in order to pass derivatives to smooth test functions by duality, is not available for non-divergence structure PDE.

The results presented in this book are a product of research conducted by the author independently and in collaboration with other researchers in the field. In this light, this work encompasses the most recent collection of various concepts of regularity and nonsmooth analysis into one monograph. The first part of the book attempts to present an accessible and thorough introduction to nonsmooth analysis theory. Main concepts and some useful results are stated and illustrated through examples and exercises. The second part gathers the most prominent and recent results of various regularity concepts of sets, functions, and set-valued mappings in nonsmooth analysis. The third and final section contains six different application, with comments in relation to the existing literature.

DLP denotes a dynamic-linear modeling and optimization approach to computational decision support for resource planning problems that arise, typically, within the natural resource sciences and the disciplines of operations research and operational engineering. The text examines the techniques of dynamic programming (DP) and linear programming (LP). DLP also connotes a broad modeling/algorithmic concept that has numerous areas of application. Two motivating examples provide a linking thread through the main chapters. The appendix provides a demonstration program, executable on a PC, for hands-on experience with the DLP approach.

Lectori salutem! The kind reader opens the book that its authors would have liked to read it themselves, but it was not written yet. Then, their only choice was to write this book, to fill a gap in the mathematicalliterature. The idea of convexity has appeared in the human mind since the antiquity and its fertility has led to a huge diversity of notions and of applications. A student intending a thoroughgoing study of convexity has the sensation of swimming into an ocean. It is due to two reasons: the first one is the great number of properties and applications of the classical convexity and second one is the great number of generalisations for various purposes. As a consequence, a tendency of writing huge books guiding the reader in convexity appeared during the last twenty years (for example, the books of P. M. Gruber and J. M. Willis (1993) and R. J. Webster (1994)). Another last years' tendency is to order, from some point of view, as many convexity notions as possible (for example, the book of I. Singer (1997)). These approaches to the domain of convexity follow the previous point of view of axiomatizing it (A. Ghika (1955), W. Prenowitz (1961), D. Voiculescu (1967), V. W. Bryant and R. J. Webster (1969)). Following this last tendency, our book proposes to the reader two classifications of convexity properties for sets, both of them starting from the internal mechanism of defining them.

At the heart of the topology of global optimization lies Morse Theory: The study of the behaviour of lower level sets of functions as the level varies. Roughly speaking, the topology of lower level sets only may change when passing a level which corresponds to a stationary point (or Karush-Kuhn Tucker point). We study elements of Morse Theory, both in the unconstrained and constrained case. Special attention is paid to the degree of differentiabil ity of the functions under consideration. The reader will become motivated to discuss the possible shapes and forms of functions that may possibly arise within a given problem framework. In a separate chapter we show how certain ideas may be carried over to nonsmooth items, such as problems of Chebyshev approximation type. We made this choice in order to show that a good under standing of regular smooth problems may lead to a straightforward treatment of "just" continuous problems by means of suitable perturbation techniques, taking a priori nonsmoothness into account. Moreover, we make a focal point analysis in order to emphasize the difference between inner product norms and, for example, the maximum norm. Then, specific tools from algebraic topol ogy, in particular homology theory, are treated in some detail. However, this development is carried out only as far as it is needed to understand the relation between critical points of a function on a manifold with structured boundary. Then, we pay attention to three important subjects in nonlinear optimization.

Many of the operators one meets in several complex variables, such as the famous Lewy operator, are not locally solvable. Nevertheless, such an operator L can be thoroughly studied if one can find a suitable relative parametrix--an operator K such that LK is essentially the orthogonal projection onto the range of L. The analysis is by far most decisive if one is able to work in the real analytic, as opposed to the smooth, setting. With this motivation, the author develops an analytic calculus for the Heisenberg group. Features include: simple, explicit formulae for products and adjoints; simple representation-theoretic conditions, analogous to ellipticity, for finding parametrices in the calculus; invariance under analytic contact transformations; regularity with respect to non-isotropic Sobolev and Lipschitz spaces; and preservation of local analyticity. The calculus is suitable for doing analysis on real analytic strictly pseudoconvex CR manifolds. In this context, the main new application is a proof that the Szego projection preserves local analyticity, even in the three-dimensional setting. Relative analytic parametrices are also constructed for the adjoint of the tangential Cauchy-Riemann operator.

Originally published in 1990.

The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

As long as a branch of knowledge offers an abundance of problems, it is full of vitality. David Hilbert Over the last 15 years I have given lectures on a variety of problems in nonlinear functional analysis and its applications. In doing this, I have recommended to my students a number of excellent monographs devoted to specialized topics, but there was no complete survey-type exposition of nonlinear functional analysis making available a quick survey to the wide range of readers including mathematicians, natural scientists, and engineers who have only an elementary knowledge of linear functional analysis. I have tried to close this gap with my five-part lecture notes, the first three parts of which have been published in the Teubner-Texte series by Teubner-Verlag, Leipzig, 1976, 1977, and 1978. The present English edition was translated from a completely rewritten manuscript which is significantly longer than the original version in the Teubner-Texte series. The material is organized in the following way: Part I: Fixed Point Theorems. Part II: Monotone Operators. Part III: Variational Methods and Optimization. Parts IV jV: Applications to Mathematical Physics. The exposition is guided by the following considerations: (a) What are the supporting basic ideas and what intrinsic interrelations exist between them? (/3) In what relation do the basic ideas stand to the known propositions of classical analysis and linear functional analysis? ( y) What typical applications are there? Vll Preface viii Special emphasis is placed on motivation.

Boundary value problems which have variational expressions in form of inequal ities can be divided into two main classes. The class of boundary value prob lems (BVPs) leading to variational inequalities and the class of BVPs leading to hemivariational inequalities. The first class is related to convex energy functions and has being studied over the last forty years and the second class is related to nonconvex energy functions and has a shorter research "life" beginning with the works of the second author of the present book in the year 1981. Nevertheless a variety of important results have been produced within the framework of the theory of hemivariational inequalities and their numerical treatment, both in Mathematics and in Applied Sciences, especially in Engineering. It is worth noting that inequality problems, i. e. BVPs leading to variational or to hemivariational inequalities, have within a very short time had a remarkable and precipitate development in both Pure and Applied Mathematics, as well as in Mechanics and the Engineering Sciences, largely because of the possibility of applying and further developing new and efficient mathematical methods in this field, taken generally from convex and/or nonconvex Nonsmooth Analy sis. The evolution of these areas of Mathematics has facilitated the solution of many open questions in Applied Sciences generally, and also allowed the formu lation and the definitive mathematical and numerical study of new classes of interesting problems."

Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump distribution can be controlled. Also, a great deal of new material concerning deterministic problems has been added, including very efficient algorithms for a class of problems of wide current interest. This book is concerned with numerical methods for stochastic control and optimal stochastic control problems. The random process models of the controlled or uncontrolled stochastic systems are either diffusions or jump diffusions. Stochastic control is a very active area of research and new problem formulations and sometimes surprising applications appear regu larly. We have chosen forms of the models which cover the great bulk of the formulations of the continuous time stochastic control problems which have appeared to date. The standard formats are covered, but much emphasis is given to the newer and less well known formulations. The controlled process might be either stopped or absorbed on leaving a constraint set or upon first hitting a target set, or it might be reflected or "projected" from the boundary of a constraining set. In some of the more recent applications of the reflecting boundary problem, for example the so-called heavy traffic approximation problems, the directions of reflection are actually discontin uous. In general, the control might be representable as a bounded function or it might be of the so-called impulsive or singular control types."

This book offers an exposition of the main applications of Nonlinear Analysis, beginning with a chapter on Nonlinear Operators and Fixed Points, a connecting point and bridge from Nonlinear Analysis theory to its applications. The topics covered include applications to ordinary and partial differential equations, optimization, optimal control, calculus of variations and mathematical economics. The presentation is supplemented with the inclusion of many exercises and their solutions.

Congestion Control in Data Transmission Networks details the modeling and control of data traffic in communication networks. It shows how various networking phenomena can be represented in a consistent mathematical framework suitable for rigorous formal analysis. The monograph differentiates between fluid-flow continuous-time traffic models, discrete-time processes with constant sampling rates, and sampled-data systems with variable discretization periods. The authors address a number of difficult real-life problems, such as: optimal control of flows with disparate, time-varying delay; the existence of source and channel nonlinearities; the balancing of quality of service and fairness requirements; and the incorporation of variable rate allocation policies. Appropriate control mechanisms which can handle congestion and guarantee high throughput in various traffic scenarios (with different networking phenomena being considered) are proposed. Systematic design procedures using sound control-theoretic foundations are adopted. Since robustness issues are of major concern in providing efficient data-flow regulation in today's networks, sliding-mode control is selected as the principal technique to be applied in creating the control solutions. The controller derivation is given extensive analytical treatment and is supported with numerous realistic simulations. A comparison with existing solutions is also provided. The concepts applied are discussed in a number of illustrative examples, and supported by many figures, tables, and graphs walking the reader through the ideas and introducing their relevance in real networks. Academic researchers and graduate students working in computer networks and telecommunications and in control (especially time-delay systems and discrete-time optimal and sliding-mode control) will find this text a valuable assistance in ensuring smooth data-flow within communications networks.

Precise dynamic models of processes are required for many applications, ranging from control engineering to the natural sciences and economics. Frequently, such precise models cannot be derived using theoretical considerations alone. Therefore, they must be determined experimentally. This book treats the determination of dynamic models based on measurements taken at the process, which is known as system identification or process identification. Both offline and online methods are presented, i.e. methods that post-process the measured data as well as methods that provide models during the measurement. The book is theory-oriented and application-oriented and most methods covered have been used successfully in practical applications for many different processes. Illustrative examples in this book with real measured data range from hydraulic and electric actuators up to combustion engines. Real experimental data is also provided on the Springer webpage, allowing readers to gather their first experience with the methods presented in this book. Among others, the book covers the following subjects: determination of the non-parametric frequency response, (fast) Fourier transform, correlation analysis, parameter estimation with a focus on the method of Least Squares and modifications, identification of time-variant processes, identification in closed-loop, identification of continuous time processes, and subspace methods. Some methods for nonlinear system identification are also considered, such as the Extended Kalman filter and neural networks. The different methods are compared by using a real three-mass oscillator process, a model of a drive train. For many identification methods, hints for the practical implementation and application are provided. The book is intended to meet the needs of students and practicing engineers working in research and development, design and manufacturing.

The field of global optimization has been developing at a rapid pace. There is a journal devoted to the topic, as well as many publications and notable books discussing various aspects of global optimization. This book is intended to complement these other publications with a focus on stochastic methods for global optimization. Stochastic methods, such as simulated annealing and genetic algo rithms, are gaining in popularity among practitioners and engineers be they are relatively easy to program on a computer and may be cause applied to a broad class of global optimization problems. However, the theoretical performance of these stochastic methods is not well under stood. In this book, an attempt is made to describe the theoretical prop erties of several stochastic adaptive search methods. Such a theoretical understanding may allow us to better predict algorithm performance and ultimately design new and improved algorithms. This book consolidates a collection of papers on the analysis and de velopment of stochastic adaptive search. The first chapter introduces random search algorithms. Chapters 2-5 describe the theoretical anal ysis of a progression of algorithms. A main result is that the expected number of iterations for pure adaptive search is linear in dimension for a class of Lipschitz global optimization problems. Chapter 6 discusses algorithms, based on the Hit-and-Run sampling method, that have been developed to approximate the ideal performance of pure random search. The final chapter discusses several applications in engineering that use stochastic adaptive search methods."

Geared primarily to an audience consisting of mathematically advanced undergraduate or beginning graduate students, this text may additionally be used by engineering students interested in a rigorous, proof-oriented systems course that goes beyond the classical frequency-domain material and more applied courses. The minimal mathematical background required is a working knowledge of linear algebra and differential equations. The book covers what constitutes the common core of control theory and is unique in its emphasis on foundational aspects. While covering a wide range of topics written in a standard theorem/proof style, it also develops the necessary techniques from scratch. In this second edition, new chapters and sections have been added, dealing with time optimal control of linear systems, variational and numerical approaches to nonlinear control, nonlinear controllability via Lie-algebraic methods, and controllability of recurrent nets and of linear systems with bounded controls.

In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin's principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin's principles to multi-criteria problems. Infinite-Horizon Optimal Control in the Discrete-Time Framework is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

This book addresses new questions related to the asymptotic description of converging energies from the standpoint of local minimization and variational evolution. It explores the links between Gamma-limits, quasistatic evolution, gradient flows and stable points, raising new questions and proposing new techniques. These include the definition of effective energies that maintain the pattern of local minima, the introduction of notions of convergence of energies compatible with stable points, the computation of homogenized motions at critical time-scales through the definition of minimizing movement along a sequence of energies, the use of scaled energies to study long-term behavior or backward motion for variational evolutions. The notions explored in the book are linked to existing findings for gradient flows, energetic solutions and local minimizers, for which some generalizations are also proposed.

There is an ever-growing interest in control problems today, con nected with the urgent problems of the effective use of natural resources, manpower, materials, and technology. When referring to the most important achievements of science and technology in the 20th Century, one usually mentions the splitting of the atom, the exploration of space, and computer engineering. Achievements in control theory seem less spectacular when viewed against this background, but the applications of control theory are playing an important role in the development of modern civilization, and there is every reason to believe that this role will be even more signifi cant in the future. Wherever there is active human participation, the problem arises of finding the best, or optimal, means of control. The demands of economics and technology have given birth to optimization problems which, in turn, have created new branches of mathematics. In the Forties, the investigation of problems of economics gave rise to a new branch of mathematical analysis called linear and convex program ming. At that time, problems of controlling flying vehicles and technolog ical processes of complex structures became important. A mathematical theory was formulated in the mid-Fifties known as optimal control theory. Here the maximum principle of L. S. Pontryagin played a pivotal role. Op timal control theory synthesized the concepts and methods of investigation using the classical methods of the calculus of variations and the methods of contemporary mathematics, for which Soviet mathematicians made valuable contributions."