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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.
The primary focus of this book is on explicating the direct method approach. Historically, direct methods have not been fully exploited in control problems. The key is constructing convergent minimizing families. Integration methods (for example the gradient method) and represen…
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.