Introduction to Optimal Control Theory / by Jack Macki, Aaron Strauss.

This is an introduction to optimal control theory for systems governed by vector ordinary differential equations, up to and including a proof of the Pontryagin Maximum Principle. Though the subject is accessible to any student with a sound undergraduate mathematics background. Theory and application...

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Bibliographic Details
Online Access: Full Text (via Springer)
Main Author: Macki, Jack
Other Authors: Strauss, Aaron
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1982.
Series:Undergraduate texts in mathematics.
Subjects:

MARC

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245 1 0 |a Introduction to Optimal Control Theory /  |c by Jack Macki, Aaron Strauss. 
260 |a New York, NY :  |b Springer New York,  |c 1982. 
300 |a 1 online resource (xiii, 188 pages 70 illustrations) 
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490 1 |a Undergraduate Texts in Mathematics,  |x 0172-6056. 
505 0 |a 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. 
520 |a This is an introduction to optimal control theory for systems governed by vector ordinary differential equations, up to and including a proof of the Pontryagin Maximum Principle. Though the subject is accessible to any student with a sound undergraduate mathematics background. Theory and applications are integrated with examples, particularly one special example (the rocket car) which relates all the abstract ideas to an understandable setting. The authors avoid excessive generalization, focusing rather on motivation and clear, fluid explanation. 
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650 0 |a Mathematical optimization. 
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