Calculus of variations and optimal control theory : a concise introduction.

"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...

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Bibliographic Details
Main Author: Liberzon, Daniel, 1973-
Format: eBook
Language:English
Published: Princeton, N.J. : Princeton University Press, 2012.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Chapter 1. Introduction
  • Chapter 2. Calculus of Variations
  • Chapter 3. From Calculus of Variations to Optimal Control
  • Chapter 4. The Maximum Principle
  • Chapter 5. The Hamilton-Jacobi-Bellman Equation
  • Chapter 6. The linear quadratic regulator
  • Chapter 7. Advanced topics.