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Dynamic programming and its application to optimal control /

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-Lagrang...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Boudarel, R. (Ren�e)
Otros Autores: Delmas, J. (Jacques H.), Guichet, P. (Pierre)
Formato: Electrónico eBook
Idioma:Inglés
Francés
Publicado: New York : Academic Press, 1971.
Colección:Mathematics in science and engineering ; v. 81.
Temas:
Acceso en línea:Texto completo
Texto completo
Texto completo
Tabla de Contenidos:
  • 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.