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" Dynamic programming and its application to optimal control / "
R. Boudarel, J. Delmas, P. Guichet ; translated by R.N. McDonough.
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BL
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| Record Number
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947698
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b702068
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| Uniform Title
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Programmation dynamique et ses applications.English
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| Main Entry
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Boudarel, R., (René)
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| Title & Author
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Dynamic programming and its application to optimal control /\ R. Boudarel, J. Delmas, P. Guichet ; translated by R.N. McDonough.
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| Publication Statement
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New York :: Academic Press,, 1971.
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| Series Statement
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Mathematics in science and engineering ;; v. 81
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| Page. NO
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xiv, 252 pages ;; 24 cm.
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| ISBN
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0121189503
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: 9780121189501
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| Notes
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Translation of Programmation dynamique et ses applications, being v. 3 of the authors' Commande optimale des processus.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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.
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| Abstract
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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-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory and its particular branches, such as optimal filtering and information compression.
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| Subject
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Control theory.
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Dynamic programming.
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Commande, Théorie de la.
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Control theory.
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Control theory.
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Control theory.
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Controle.
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Dynamic programming.
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Dynamic programming.
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Dynamische Optimierung
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Economic development.
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Kontrolltheorie
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Optimale Kontrolle
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Programacao Dinamica.
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Programmation dynamique.
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Dynamische Optimierung.
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Kontrolltheorie.
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Optimale Kontrolle.
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| Dewey Classification
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629.8/312
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| LC Classification
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QA402.3. B67134 1971
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| NLM classification
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31.46bcl
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31.70bcl
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PA 20blsrissc
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PL 18blsrissc
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QH 400rvk
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SK 880rvk
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| Added Entry
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Delmas, J., (Jacques H.)
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Guichet, P., (Pierre)
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