The computation and theory of optimal control / Peter Dyer [and] Stephen R. McReynolds.

Format:

Book

Author/Creator:

Dyer, Peter.

Contributor:

McReynolds, Stephen R.

Series:

Mathematics in science and engineering ; v. 65.

Mathematics in science and engineering ; v. 65

Language:

English

Subjects (All):

Control theory.

Mathematical optimization.

Physical Description:

1 online resource (255 p.)

Place of Publication:

New York : Academic Press, 1970.

Language Note:

English

Summary:

The computation and theory of optimal control

Contents:

Front Cover; The Computation and Theory of Optimal Control; Copyright Page; Contents; Preface; Chapter 1. Introduction; 1.1 Notation; Chapter 2. Parameter Optimization; 2.1 Some Notation and Definitions; 2.2 Necessary and Sufficient Conditions for a Local Optimum; 2.3 Numerical Methods; Bibliography and Comments; Chapter 3. Optimal Control of Discrete Systems; 3.1 Notation; 3.2 The Problem; 3.3 Dynamic Programming Solution; 3.4 Linear Quadratic Problems; 3.5 Numerical Methods; 3.6 The Gradient Method; 3.7 The Newton-Raphson Method; 3.8 Neighboring Extremal Methods; Bibliography and Comments

Chapter 4. Optimization of Continuous Systems4.1 Notation; 4.2 The Problem; 4.3 Dynamic Programming Solution; 4.4 The Linear Quadratic Problem; 4.5 Linear Quadratic Problem with Constraints; 4.6 Stability; Bibliography and Comments; Chapter 5. The Gradient Method and the First Variation; 5.1 The Gradient Algorithm; 5.2 The Gradient Algorithm: A Dynamic Programming Approach; 5.3 Examples; 5.4 The First Variation: A Stationarity Condition for a Local Optimum; Bibliography and Comments; Chapter 6. The Successive Sweep Method and the Second Variation; 6.1 Introduction

6.2 The Successive Sweep Method6.3 An Alternative Derivation: Control Parameters; 6.4 Examples; 6.5 Neighboring Optimal Control; 6.6 The Second Variation and the Convexity Condition; Bibliography and Comments; Chapter 7. Systems with Discontinuities; 7.1 Introduction; 7.2 Discontinuities: Continuous State Variables; 7.3 Application to Examples; 7.4 The First Variation: A Stationarity Condition; 7.5 The Second Variation: A Convexity Condition; 7.6 Discontinuities in the State Variables; 7.7 Tests for Optimality; 7.8 Example; Bibliography and Comments

Chapter 8. The Maximum Principle and the Solution of Two-Point Boundary Value Problems8.1 Introduction; 8.2 The Maximum Principle; 8.3 The Linear Quadratic Problem; 8.4 Techniques for Solving Linear Two-Point Boundary Value Problems; 8.5 Newton-Raphson Methods for Solving Nonlinear Two-Point Boundary Value Problems; 8.6 Invariant Imbedding; Bibliography and Comments; Appendix Conjugate Points; Index

Notes:

Description based upon print version of record.

Includes bibliographies.

ISBN:

1-282-28901-2

9786612289019

0-08-095574-6

OCLC:

316566632