Linear Optimal Control
by B.D.O. Anderson, J.B. Moore
Publisher: Prentice Hall 1971
Number of pages: 413
The aim of this book is to construct one of many bridges that are still required for the student and practicing control engineer 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. Linear systems are very heavily emphasized.
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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 Dimitri P. Bertsekas, Steven E. Shreve - Athena Scientific
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.
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 Hans Zwart, Birgit Jacob - CIMPA
Topics from the table of contents: Introduction; Homogeneous differential equation; Boundary Control Systems; Transfer Functions; Well-posedness; Stability and Stabilizability; Systems with Dissipation; Mathematical Background.