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Introduction to Optimal Control Theory / by Jack Macki, Aaron Strauss
(Undergraduate Texts in Mathematics)

データ種別 電子ブック
出版情報 New York, NY : Springer New York , 1982
本文言語 英語
大きさ XIV, 168 p : online resource

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URL 電子ブック


EB0071084

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内容注記 I Introduction and Motivation
1 Basic Concepts
2 Mathematical Formulation of the Control Problem
3 Controllability
4 Optimal Control
5 The Rocket Car
Exercises
Notes
II Controllability
1 Introduction: Some Simple General Results
2 The Linear Case
3 Controllability for Nonlinear Autonomous Systems
4 Special Controls
Exercises
Appendix: Proof of the Bang-Bang Principle
III Linear Autonomous Time-Optimal Control Problems
1 Introduction: Summary of Results
2 The Existence of a Time-Optimal Control; Extremal Controls; the Bang-Bang Principle
3 Normality and the Uniqueness of the Optimal Control
4 Applications
5 The Converse of the Maximum Principle
6 Extensions to More General Problems
Exercises
IV Existence Theorems for Optimal Control Problems
1 Introduction
2 Three Discouraging Examples. An Outline of the Basic Approach to Existence Proofs
3 Existence for Special Control Classes
4 Existence Theorems under Convexity Assumptions
5 Existence for Systems Linear in the State
6 Applications
Exercises
Notes
V Necessary Conditions for Optimal Controls—The Pontryagin Maximum Principle
1 Introduction
2 The Pontryagin Maximum Principle for Autonomous Systems
3 Applying the Maximum Principle
4 A Dynamic Programming Approach to the Proof of the Maximum Principle
5 The PMP for More Complicated Problems
Exercises
Appendix to Chapter V—A Proof of the Pontryagin Maximum Principle
Mathematical Appendix
一般注記 This monograph is an introduction to optimal control theory for systems governed by vector ordinary differential equations. It is not intended as a state-of-the-art handbook for researchers. We have tried to keep two types of reader in mind: (1) mathematicians, graduate students, and advanced undergraduates in mathematics who want a concise introduction to a field which contains nontrivial interesting applications of mathematics (for example, weak convergence, convexity, and the theory of ordinary differential equations); (2) economists, applied scientists, and engineers who want to understand some of the mathematical foundations. of optimal control theory. In general, we have emphasized motivation and explanation, avoiding the "definition-axiom-theorem-proof" approach. We make use of a large number of examples, especially one simple canonical example which we carry through the entire book. In proving theorems, we often just prove the simplest case, then state the more general results which can be proved. Many of the more difficult topics are discussed in the "Notes" sections at the end of chapters and several major proofs are in the Appendices. We feel that a solid understanding of basic facts is best attained by at first avoiding excessive generality. We have not tried to give an exhaustive list of references, preferring to refer the reader to existing books or papers with extensive bibliographies. References are given by author's name and the year of publication, e.g., Waltman [1974]
著者標目 *Macki, Jack author
Strauss, Aaron author
SpringerLink (Online service)
件 名 LCSH:Mathematics
LCSH:System theory
LCSH:Calculus of variations
FREE:Mathematics
FREE:Systems Theory, Control
FREE:Calculus of Variations and Optimal Control; Optimization
分 類 DC23:519
巻冊次 ISBN:9781461256717 REFWLINK
ISBN 9781461256717
URL http://dx.doi.org/10.1007/978-1-4612-5671-7
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