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