Optimal Control Theory: An Introduction

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Courier Corporation, 2004 - Technology & Engineering - 452 pages
5 Reviews

Optimal control theory is the science of maximizing the returns from and minimizing the costs of the operation of physical, social, and economic processes. Geared toward upper-level undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization.
Chapters 1 and 2 focus on describing systems and evaluating their performances. Chapter 3 deals with dynamic programming. The calculus of variations and Pontryagin's minimum principle are the subjects of chapters 4 and 5, and chapter 6 examines iterative numerical techniques for finding optimal controls and trajectories. Numerous problems, intended to introduce additional topics as well as to illustrate basic concepts, appear throughout the text.

 

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great introduction to the optimal control theory, with lots of examples it makes the reader to get the intuition of the regarding mathematical expressions. the target readers are obviously the ones who are novice to the field but still no computation script (i.e. with Matlab) is provided. So, for programming task, other sources should be used.  

Contents

Describing the System and Evaluating Its Performance
1
Introduction
3
The Performance Measure
29
Dynamic Programming
51
Dynamic Programming
53
The Calculus of Variations and Pontryagins Minimum Principle
105
The Calculus of Variations
107
The Variational Approach to Optimal Control Problems
184
Iterative Numerical Techniques for Finding Optimal Controls and Trajectories
327
Numerical Determination of Optimal Trajectories
329
Conclusion
415
Summation
417
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