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An Introduction to Mathematical Optimal Control Theory
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An Introduction to Mathematical Optimal Control Theory
by Lawrence C. Evans
Publisher: University of California, Berkeley 2010
Number of pages: 126
Description:
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.