Optimal Design of Control Systems: Stochastic and Deterministic Problems (Pure and Applied Mathematics: A Series of Monographs and Textbooks/221)

ISBN-13: 9780824775377 / Angielski / Twarda / 1999 / 422 str.

G. E. Kolosov; Kolosov E. Kolosov; Gennadii E. Kolosov

Opis

Covers design methods for optimal (or quasioptimal) control algorithms in the form synthesis for deterministic and stochastic dynamical systems. The text offers applications in aerospace, robotic and servomechanical technologies, and provides results on exact and approximate solutions.

Recenzje

"...interesting to readers seeking insight into dynamic stochastic optimization problems."
---International Statistical Institute
"This book with emphasis is analytical methods for approximate solutions to Bellman's equation can be recommended to applied scientists who want to use dynamic programming method in a constructive way. "
---Zentralblatt fur Mathematik, 2000

Spis treści

Synthesis problems for control systems and the dynamic programming approach; exact methods for synthesis problems; approximate synthesis of stochastic control systems with small control actions; synthesis of quasioptimal systems in the case of small diffusion terms in the Bellman equation; control of oscillatory systems; some special applications of asymptotic synthesis methods; numerical synthesis methods.

O autorze

Gennadii E. Kolosov (Author)