Stochastic Optimal Control: The Discrete-Time Case
by Dimitri P. Bertsekas, Steven E. Shreve
Publisher: Athena Scientific 1996
Number of pages: 331
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.
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by Lawrence C. Evans - University of California, Berkeley
Contents: Introduction; Controllability, bang-bang principle; Linear time-optimal control; The Pontryagin Maximum Principle; Dynamic programming; Game theory; Introduction to stochastic control theory; Proofs of the Pontryagin Maximum Principle.
by Richard Weber - University of Cambridge
Topics: Dynamic Programming; Dynamic Programming Examples; Dynamic Programming over the Infinite Horizon; Positive Programming; Negative Programming; Bandit Processes and Gittins Index; Average-cost Programming; LQ Regulation; Controllability; etc.
by Shkelzen Cakaj - InTech
Topics covered: parametric representation of shapes, modeling of dynamic continuous fluid flow process, plant layout optimal plot plan, atmospheric modeling, cellular automata simulations, thyristor switching characteristics simulation, etc.
by B.D.O. Anderson, J.B. Moore - Prentice Hall
This book constructs a bridge between the familiar classical control results and those of modern control theory. Many modern control results do have practical engineering significance, as distinct from applied mathematical significance.