Calculus of Variations and Optimal Control Theory: A Concise Introduction
Calculus of Variations and Optimal Control Theory: A Concise Introduction
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DOI：
10.2307/j.ctvcm4g0s
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发表时间：
2012-01
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影响因子：
--
通讯作者：
D. Liberzon
中科院分区：
文献类型：
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作者：
D. Liberzon
这本教科书对变分法和最优控制理论进行了简洁而严谨的介绍，是工程、应用数学和相关学科研究生的独立资源。本书专为一学期课程设计，从变分法开始，为最优控制奠定基础。然后，它给出了最大值原理的完整证明，并涵盖了动态规划和线性二次最优控制的 Hamilton-Jacobi-Bellman 理论等关键主题。变分微积分和最优控制理论还追溯了该学科的历史发展，并在每章末尾提供了大量的练习、注释和参考文献，以及进一步学习的建议。提供了简洁而严谨的介绍，需要有限的控制理论或高等数学背景，提供了极大值原理的完整证明，在经典和现代主题的阐述中使用一致的符号，追溯了该学科的历史发展解决方案手册（仅供教师使用）已采用的领先大学 本书包括： 伊利诺伊大学厄巴纳-香槟分校 ECE 553：最优控制系统 佐治亚理工学院 ECE 6553：最优控制与优化 宾夕法尼亚大学 ESE 680：最优控制理论 圣母大学 EE 60565：最优控制
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. Calculus of Variations and Optimal Control Theory 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.Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers)Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control