1.

Record Nr.

UNINA9911007089303321

Autore

Liberzon Daniel

Titolo

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

Pubbl/distr/stampa

Princeton, NJ : , : Princeton University Press, , [2011]

©2012

ISBN

9781680159080

1680159089

9781400842643

1400842646

Descrizione fisica

1 online resource (254 p.)

Classificazione

SK 660

MAT 490f

Disciplina

515.64

Soggetti

Calculus of variations

Control theory

Variationsrechnung

Optimale Kontrolle

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

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

Nota di contenuto

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

Sommario/riassunto

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