Calculus of Variations and Optimal Control Theory : : A Concise Introduction / / Daniel Liberzon.

This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calcu...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
VerfasserIn:
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2011]
©2012
Year of Publication:2011
Language:English
Online Access:
Physical Description:1 online resource (256 p.) :; 63 line illus.
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Other title:Frontmatter --
Contents --
Preface --
Chapter One. Introduction --
Chapter Two. Calculus of Variations --
Chapter Three. From Calculus of Variations to Optimal Control --
Chapter Four. The Maximum Principle --
Chapter Five. The Hamilton-Jacobi-Bellman Equation --
Chapter Six. The Linear Quadratic Regulator --
Chapter Seven. Advanced Topics --
Bibliography --
Index
Summary:This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control
Format:Mode of access: Internet via World Wide Web.
ISBN:9781400842643
9783110442502
DOI:10.1515/9781400842643?locatt=mode:legacy
Access:restricted access
Hierarchical level:Monograph
Statement of Responsibility: Daniel Liberzon.