Tiago Roux

SIAM Book Launch

I am glad to announce that my book “Extremum Seeking Through Delays and PDEs” with Prof. Miroslav Krstic was published by the Society for Industrial and Applied Mathematics (SIAM) and it is available through the link:


Any feedback is highly appreciated. We hope you enjoy it!

About the book:

Exactly a century since its invention and first application, and more than two decades since the proof of its convergence, the extremum seeking control has been recognized as one of the most important model-free real-time optimization tools. However, until recently extremum seeking has been restricted to dynamic systems represented by connections of Ordinary Differential Equations (ODEs) and non-linear convex maps with unknown extremum points. This book presents the first collection of results on the theory and design of extremum seeking strategies for systems governed by Partial Differential Equations (PDEs). The main ideas for the design of the Gradient-Newton methods and the stability analysis for infinite-dimensional systems are discussed considering a wide class of parabolic and hyperbolic PDEs: delay equations, wave equation and reaction-advection-diffusion models. Moreover, engineering applications are presented, including problems of noncooperative games, neuromuscular electrical stimulation, biological reactors, oil-drilling systems and flow-traffic control for urban mobility.