Primer on Optimal Control Theory

Front Cover
SIAM, May 13, 2010 - Mathematics - 307 pages
0 Reviews
The performance of a process, such as aircraft fuel consumption, can be enhanced when its most effective controls and operating points are determined. Primer on Optimal Control Theory provides an introduction to the theory behind analysing these processes and finding the best controls, which provides a sound basis for those wishing to tackle more advanced literature. The book presents the important concepts of weak and strong control variations leading to local necessary conditions, and also global sufficiency of Hamilton-Jacobi-Bellman theory. It also gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system. These ideas lead naturally to the development of H2 and H synthesis algorithms. This book will enable applied mathematicians, engineers, scientists, biomedical researchers, and economists to understand and implement optimal control theory at a level of sufficient generality and applicability for most practical purposes.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

DC20_ch1
1
DC20_ch2
11
DC20_ch3
53
DC20_ch4
111
DC20_ch5
155
DC20_ch6
231
DC20_appa
261
DC20_bm
297
Copyright

Other editions - View all

Common terms and phrases

About the author (2010)

Jason L. Speyer is a Distinguished Professor in the Mechanical and Aerospace Engineering Department and the Electrical Engineering Department at the University of California, Los Angeles. Dr Speyer has served as an Associate Editor for IEEE and AIAA journals as well as the Journal of Optimization Theory and Applications. He is a Fellow of the AIAA and a Life Fellow of the IEEE and has been honored with awards from both organizations. He is also a member of the National Academy of Engineering.

David H. Jacobson is Director of Emerging Technologies at PricewaterhouseCoopers Advisory Services, Toronto. He has held senior positions at Harvard University; the University of California, Berkeley; the University of the Witwatersrand, South Africa; the South African Council for Scientific and Industrial Research (CSIR); the Allied Electronics Corporation (Altron); and Primaxis Technology Ventures, Toronto. He is an Honorary Professor in the Department of Computational and Applied Mathematics at the University of the Witwatersrand and for 10 years served on the University's Council. Dr Jacobson's published papers and books include original contributions in optimality conditions for nonlinear, constrained, and singular control systems; differential dynamic programming; and risk-sensitive decision making using exponential performance criteria.

Bibliographic information