Michel De Lara – författare

Using a wealth of anecdotes, data from academic literature, and original research, this very accessible little book highlights how we all struggle to cope with the maelstrom of choices, influences and experiences that come our way.

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.

Nowadays, environmental issues including air and water pollution, climate change, overexploitation of marine ecosystems, exhaustion of fossil resources, conservation of biodiversity are receiving major attention from the public, stakeholders and scholars from the local to the planetary scales. It is now clearly recognized that human activities yield major ecological and envir- mental stresses with irreversible loss of species, destruction of habitat or c- matecatastrophesasthemostdramaticexamplesoftheire?ects.Infact,these anthropogenic activities impact not only the states and dynamics of natural resources and ecosystems but also alter human health, well-being, welfare and economic wealth since these resources are support features for human life. The numerous outputs furnished by nature include direct goods such as food, drugs, energy along with indirect services such as the carbon cycle, the water cycle and pollination, to cite but a few. Hence, the various ecological changes our world is undergoing draw into question our ability to sustain economic production, wealth and the evolution of technology by taking natural systems into account. The concept of “sustainable development” covers such concerns, although no universal consensus exists about this notion. Sustainable development - phasizes the need to organize and control the dynamics and the complex - teractions between man, production activities, and natural resources in order to promote their coexistence and their common evolution. It points out the importance of studying the interfaces between society and nature, and es- ciallythecouplingbetweeneconomicsandecology.Itinducesinterdisciplinary scienti?c research for the assessment, the conservation and the management of natural resources.

Nowadays, environmental issues including air and water pollution, climate change, overexploitation of marine ecosystems, exhaustion of fossil resources, conservation of biodiversity are receiving major attention from the public, stakeholders and scholars from the local to the planetary scales. It is now clearly recognized that human activities yield major ecological and envir- mental stresses with irreversible loss of species, destruction of habitat or c- matecatastrophesasthemostdramaticexamplesoftheire?ects.Infact,these anthropogenic activities impact not only the states and dynamics of natural resources and ecosystems but also alter human health, well-being, welfare and economic wealth since these resources are support features for human life. The numerous outputs furnished by nature include direct goods such as food, drugs, energy along with indirect services such as the carbon cycle, the water cycle and pollination, to cite but a few. Hence, the various ecological changes our world is undergoing draw into question our ability to sustain economic production, wealth and the evolution of technology by taking natural systems into account. The concept of “sustainable development” covers such concerns, although no universal consensus exists about this notion. Sustainable development - phasizes the need to organize and control the dynamics and the complex - teractions between man, production activities, and natural resources in order to promote their coexistence and their common evolution. It points out the importance of studying the interfaces between society and nature, and es- ciallythecouplingbetweeneconomicsandecology.Itinducesinterdisciplinary scienti?c research for the assessment, the conservation and the management of natural resources.

Control Theory is at the heart of information and communication technologies of complex systems. It can contribute to meeting the energy and environmental challenges we are facing. The textbook is organized in the way an engineer classically proceeds to solve a control problem, that is, elaboration of a mathematical model capturing the process behavior, analysis of this model and design of a control to achieve the desired objectives. It is divided into three Parts. The first part of the text addresses modeling aspects through state space and input-output representations. The notion of the internal state of a system (for example mechanical, thermal or electrical), as well as its description using a finite number of variables, is also emphasized. The second part is devoted to the stability analysis of an equilibrium point. The authors present classical tools for stability analysis, such as linearization techniques and Lyapunov functions. Central to Control Theory are the notions of feedback and of closed-loop, and the third part of the textbook describes the linear control synthesis in a continuous and discrete-time framework and also in a probabilistic context. Quadratic optimization and Kalman filtering are presented, as well as the polynomial representation, a convenient approach to reject perturbations on the system without making the control law more complex. Throughout the text, different examples are developed, both in the chapters and in the exercises.