عنوان

Dynamic programming and its application to optimal control /

0121189503

9780121189501

b702068

Dynamic programming and its application to optimal control /

[Book]

R. Boudarel, J. Delmas, P. Guichet ; translated by R.N. McDonough.

New York :

Academic Press,

1971.

xiv, 252 pages ;

24 cm.

Mathematics in science and engineering ;

v. 81

Translation of Programmation dynamique et ses applications, being v. 3 of the authors' Commande optimale des processus.

Includes bibliographical references and index.

pt. I. Discrete deterministic processes. The principles of dynamic programming -- Processes with bounded horizon -- Processes with infinite or unspecified horizon -- Practical solution of the optimal recurrence relation -- pt. II. Discrete random processes. General theory -- Processes with discrete states -- pt. III. Numerical synthesis of the optimal controller for a linear process. General discussion of the problem -- Numerical optimal control of a measurable deterministic process -- Numerical optimal control of a stochastic process -- pt. IV. Continuous processes. Continuous deterministic processes -- Continuous stochastic processes -- pt. V. Applications. Introductory example -- Minimum use of control effort in a first-order system -- Optimal tabulation of functions -- Regulation of angular position with minimization of a quadratic criterion -- Control of a stochastic system -- Minimum-time depth change of a submersible vehicle -- Optimal interception -- Control of a continuous process -- Filtering.

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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory and its particular branches, such as optimal filtering and information compression.

Programmation dynamique et ses applications.

English

Control theory.

Dynamic programming.

Commande, Théorie de la.

Control theory.

Control theory.

Control theory.

Controle.

Dynamic programming.

Dynamic programming.

Dynamische Optimierung

Dynamische Optimierung.

Economic development.

Kontrolltheorie

Kontrolltheorie.

Optimale Kontrolle

Optimale Kontrolle.

Programacao Dinamica.

Programmation dynamique.

Boudarel, R., (René)

Delmas, J., (Jacques H.)

Guichet, P., (Pierre)

20201207174149.0

[Book]

Y