Liberzon, Daniel, 1973-

Calculus of variations and optimal control theory : a concise introduction / Daniel Liberzon. - Princeton, N.J. : Princeton University Press, 2012. - 1 online resource (xv, 235 pages) : illustrations

Includes bibliographical references and index.

Chapter 1. Introduction -- Chapter 2. Calculus of Variations -- Chapter 3. From Calculus of Variations to Optimal Control -- Chapter 4. The Maximum Principle -- Chapter 5. The Hamilton-Jacobi-Bellman Equation -- Chapter 6. The linear quadratic regulator -- Chapter 7. Advanced topics.

"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"--Provided by publisher


English.

9781400842643 1400842646 9781680159080 1680159089

22573/ctvckvpvv JSTOR 9452651 IEEE

2011935625

GBB1D9384 bnb

015986239 Uk


Calculus of variations.
Control theory.
Calcul des variations.
Th�eorie de la commande.
MATHEMATICS--Calculus.
MATHEMATICS--Mathematical Analysis.
MATHEMATICS--Applied.
Calculus of variations.
Control theory.
Optimale Kontrolle
Variationsrechnung


Electronic book.
Electronic books.

QA315 / .L54 2012eb

515.64