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

Format:

Book

Author/Creator:

Liberzon, Daniel, author.

Language:

English

Subjects (All):

Calculus of variations.

Control theory.

Physical Description:

1 online resource (254 p.)

Place of Publication:

Princeton, NJ : Princeton University Press, [2011]

Language Note:

English

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

Contents:

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

Notes:

Description based upon print version of record.

Includes bibliographical references (pages 225-230) and index.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 22. Okt 2019)

ISBN:

9781680159080

1680159089

9781400842643

1400842646

OCLC:

769343167