Primer on Optimal Control Theory (Advances in Design and Control)

Speyer, Jason L./ Jacobson, David H.

Society for Industrial & Applied Mathematics,U.S.（2010/04発売）

• 製本 Hardcover:ハードカバー版／ページ数 320 p.
• 言語 ENG
• 商品コード 9780898716948
• DDC分類 629.8312

Full Description

The performance of a process - for example, how an aircraft consumes fuel - can be enhanced when the most effective controls and operating points for the process are determined. This holds true for many physical, economic, biomedical, manufacturing, and engineering processes whose behavior can often be influenced by altering certain parameters or controls to optimize some desired property or output.

Primer on Optimal Control Theory:

Provides a rigorous introduction to analyzing these processes and finding the best modes of control and operation for them.
Makes optimal control theory accessible to a large class of engineers and scientists who are not mathematicians but have a basic mathematical background and need to understand the sophisticated material associated with optimal control theory.
Presents the important concepts of weak and strong control variations leading to local necessary conditions, as well as global sufficiency of Hamilton-Jacobi-Bellman theory.
Gives the second variation for local optimality where the associated Riccati equation is derived from the transition matrix of the Hamiltonian system, ideas that lead naturally to the development of H2 and H? synthesis algorithms.

Contents

List of Figures
Preface
Chapter 1: Introduction
Chapter 2: Finite-Dimensional Optimization
Chapter 3: Systems with General Performance Criteria
Chapter 4: Terminal Equality Constraints
Chapter 5: Linear-Quadratic Control Problem
Chapter 6: Linear-Quadratic Differential Games
Appendix: Background
Bibliography
Index.