Stochastic Optimal Control: Theory and Application - Rilegato

Stengel, Robert F.

 
9780471864622: Stochastic Optimal Control: Theory and Application

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Sinossi

Presents techniques for optimizing problems in dynamic systems with terminal and path constraints. Includes optimal feedback control, feedback control for linear systems, and regulator synthesis. Offers iterative methods for solving nonlinear control problems. Demonstrates how to apply optimal control in a practical fashion. Serves as a text for graduate controls courses as offered in aerospace, mechanical and chemical engineering departments.

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