Optimal Design of Control Systems: Stochastic and Deterministic Problems (Pure and Applied Mathematics: A Series of Monographs and Textbooks/221) / Edition 1

by Gennadii E. Kolosov

Overview

"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."

Product Details

ISBN-13:	9780824775377
Publisher:	Taylor & Francis
Publication date:	06/01/1999
Series:	Chapman & Hall/CRC Pure and Applied Mathematics , #221
Pages:	420
Product dimensions:	6.00(w) x 9.00(h) x (d)

About the Author

Gennadii E. Kolosov (Author)

Table of Contents

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.

Editorial Reviews

"...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

From the Publisher

...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

Practical technological needs not amenable to the methods of classical mathematical analysis birthed optimal control theory. In seven chapters, Kolosov (Moscow U. of Electronics and Mathematics) addresses synthesis problems and solutions for control systems applying such approaches as Bellman's dynamic programming, and linear and convex programming; control oscillary systems; special applications of asymptotic synthesis methods; and numerical synthesis methods. The author concludes that the numerical methods for synthesis of optimal systems are destined to become a standard tool for the design of actual control systems due to advances in such methods, parallel processing, and computer technology. While knowledge of the foundations of theory of random processes is optional to assimilate the material, that of probability theory is not. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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