Direct methods in control problems

Direct methods in control problems

by Falb, Peter

Type Book
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Informed by the latest developments, this volume adds a much-needed focus on direct methodology to the literature on control and systems theory. New material presented includes representation techniques for stochastic systems involving Lévy processes.

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Title Statements

  • Full title :Direct methods in control problems / Peter Falb.

Summary

Informed by the latest developments, this volume adds a much-needed focus on direct methodology to the literature on control and systems theory. New material presented includes representation techniques for stochastic systems involving Lévy processes.

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Edition Statements

  • Publication Date:2019

Publication Statements

  • Publisher(s):Birkhäuser
  • Place of Publication:New York, NY
  • Language:eng
  • Publication Date:2019

The Physical Object

  • Description:x, 314 pages : : illustrations (black and white) ; : 24 cm

Edition Identifiers

  • ISBN:9780817647223, 0817647228
  • oclc:on1128441042
  • LC Classification:QA402.3
  • Dewey Decimal:515/.642

Table of Contents

Part I. Introduction -- Introductory Remarks -- Historical Perspective -- Outline of Contents -- Part II. Problem Statement -- Deterministic Systems -- Stochastic Systems -- General Problem -- Part III. The Direct Method Approach: Generalities -- General Approach -- Gradient and Integration Methods -- Representation Methods -- Part IV. Gradient and Integration Methods in Control Problems -- Computation of Gradients for ODE Problems -- Computation of Gradients for PDE Problems -- Integration Methods -- Part V. Representation Methods -- Ritz-Galerkin Expansion -- Karhunen-Loeve Expansion -- Lévy Processes -- Bibliography -- Index.

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