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

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. 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. ...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, 2000USCopyright ? 1999 by Taylor & Francis Group, LLC