Dynamic programming and its application to optimal control /
General Material Designation
[Book]
First Statement of Responsibility
R. Boudarel, J. Delmas, P. Guichet ; translated by R.N. McDonough.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Academic Press,
Date of Publication, Distribution, etc.
1971.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiv, 252 pages ;
Dimensions
24 cm.
SERIES
Series Title
Mathematics in science and engineering ;
Volume Designation
v. 81
GENERAL NOTES
Text of Note
Translation of Programmation dynamique et ses applications, being v. 3 of the authors' Commande optimale des processus.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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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SUMMARY OR ABSTRACT
Text of Note
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.