Direct Methods in Control Problems

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 representation methods (such...

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Bibliographic Details
Main Author: Falb, Peter (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Birkhäuser, 2019.
Edition:1st ed. 2019.
Subjects:
Online Access:Full Text via HEAL-Link
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 .