Optimal Control: Linear Quadratic Methods
by B.D.O. Anderson, J.B. Moore
Publisher: Prentice-Hall 1989
Number of pages: 394
Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory from an engineering viewpoint, with illustrations of practical applications. Key topics include loop-recovery techniques, frequency shaping, and controller reduction. Numerous examples and complete solutions.
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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 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 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.