Optimal Control Theory: An Introduction

Optimalcontroltheoryisthescienceofmaximizingthereturnsfromandminimizingthecostsoftheoperationofphysical,social,andeconomicprocesses.Gearedtowardupper-levelundergraduates,thistextintroducesthreeaspectsofoptimalcontroltheory:dynamicprogramming,Pontryagin'sminimumprinciple,andnumericaltechniquesfortrajectoryoptimization.Chapters1and2focusondescribingsystemsandevaluatingtheirperformances.Chapter3dealswithdynamicprogramming.ThecalculusofvariationsandPontryagin'sminimumprinciplearethesubjectsofchapters4and5,andchapter6examinesiterativenumericaltechniquesforfindingoptimalcontrolsandtrajectories.Numerousproblems,intendedtointroduceadditionaltopicsaswellastoillustratebasicconcepts,appearthroughoutthetext.