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OPTIMAL CONTROL BASICS AND BEYOND

by Peter Whittle

Published by John Wiley & Sons. 1996

Slightly better than very good condition. Wiley-Interscience Series in Systems and Optimization. Blue pictorial cardwraps. ix and 464 pages including index.

Blind stamp to first page. Front cover creased at top corner. Contents fine.

ISBN: 0471960993
Stock no. 627816

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Contents

  • Preface
  • 1 First Ideas
  • BASICS
  • Part 1 Deterministic Models
  • 2 Deterministic models and their optimisation
  • 3 A sketch of infinite-horizon behaviour; policy improvement
  • 4 The classic formulation of the control problem; operators and filters
  • 5 State-structured deterministic models
  • 6 Stationary rules and direct optimisation for the LQ model
  • 7 The Pontryagin maximum principle
  • Part 2 Stochastic Models
  • 8 Stochastic dynamic programming
  • 9 Stochastic dynamics in continuous time
  • 10 Some stochastic examples
  • 11 Policy improvement; stochastic versions and examples
  • 12 the LQG model with imperfect observation
  • 13 Stationary processes; spectral theory
  • 14 Optimal allocation; the multi-armed bandit
  • 15 Imperfect state observation
  • BEYOND
  • Part 3 Risk-sensitive and H Criteria
  • 16 Risk-sensitivity: the LEQG model
  • 17 the H formulation
  • Part 4 Time-integral Methods and Optimal Stationery Policies
  • 18 The time-integral formalism
  • 19 Optimal Stationery LQG Policies; perfect observation
  • 20 Optimal Stationery LQG Policies; imperfect observation
  • 21 The risk-sensitive (LEQG) version
  • Part 5 Near-determinism and Large Deviation Theory
  • 22 The essentials of large deviation theory
  • 23 Control optimisation in the large deviation limit
  • 24 Controlled first passage
  • 25 Imperfect observation; non-linear filtering
  • Appendices
  • References
  • Index

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