Date : 2012
Type : Livre / Book
Langue / Language : anglais / English
ISBN : 978-0-691-15187-8
ISBN : 0-691-15187-3
EAN : 9780691151878
Classification Dewey : 515.64
Résumé / Abstract : "This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. [This book] also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. [...]" (source : 4ème de couverture)