Daniel LiberzonDecember 19, 2011

Princeton University PressThis 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.

Leading universities that have adopted this book include:

*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

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Publisher

Princeton University Press

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Published on

Dec 19, 2011

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Pages

256

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ISBN

9781400842643

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Language

English

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Genres

Mathematics / Applied

Mathematics / Calculus

Mathematics / Functional Analysis

Mathematics / Mathematical Analysis

Mathematics / Optimization

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Content Protection

This content is DRM protected.

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