Dynamic Programming and Its Application to Optimal Control

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Author(s): R. Boudarel, J. Delmas and P. Guichet (Eds.)
Series: Mathematics in Science and Engineering 81
Publisher: Academic Press New York.
Year: 1971

Language: English
Pages: iii-xiv, 3-252

Content:
Edited by
Page iii

Copyright page
Page iv

Foreword
Page xi
R.N. McDonough

Preface
Pages xiii-xiv

Chapter 1 The Principles of Dynamic Programming
Pages 3-8

Chapter 2 Processes with Bounded Horizon
Pages 9-20

Chapter 3 Processes with Infinite or Unspecified Horizon
Pages 21-28

Chapter 4 Practical Solution of the Optimal Recurrence Relation
Pages 29-54

Chapter 5 General Theory
Pages 57-70

Chapter 6 Processes with Discrete States
Pages 71-91

Chapter 7 General Discussion of the Problem
Pages 95-102

Chapter 8 Numerical Optimal Control of a Measurable Deterministic Process
Pages 103-118

Chapter 9 Numerical Optimal Control of a Stochastic Process
Pages 119-133

Chapter 10 Continuous Deterministic Processes
Pages 137-150

Chapter 11 Continuous Stochastic Processes
Pages 151-157

Part 5 Applications
Pages 159,161-162

Problem 1 Introductory Example
Pages 163-170

Problem 2 Minimum Use of Control Effort in a First-Order System
Pages 171-182

Problem 3 Optimal Tabulation of Functions
Pages 183-188

Problem 4 Regulation of Angular Position with Minimization of a Quadratic Criterion
Pages 189-200

Problem 5 Control of a Stochastic System
Pages 201-207

Problem 6 Minimum-Time Depth Change of a Submersible Vehicle
Pages 209-216

Problem 7 Optimal Interception
Pages 217-224

Problem 8 Control of a Continuous Process
Pages 225-232

Appendix Filtering
Pages 233-247

References
Pages 249-250

Index
Pages 251-252