Calculus of variations and optimal control theory :

Liberzon, Daniel

Calculus of variations and optimal control theory : a concise introduction / Daniel Liberzon - Princeton : Princeton University Press, 2012 - xv, 235p. 26cm.

The book offers a concise yet rigorous introduction to calculus of variations and optimal control theory. It 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.

9780691151878


Calculus of variations
Control theory.

515.64 / LIB

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