1st Edition
Optimal Design of Control Systems Stochastic and Deterministic Problems (Pure and Applied Mathematics: A Series of Monographs and Textbooks/221)
By Gennadii E. Kolosov
Copyright 1999
420 Pages
by
CRC Press
424 Pages
by
CRC Press
Also available as eBook on:
"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."
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.
Biography
Gennadii E. Kolosov (Author)
"...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
