OPTIMAL CONTROL BASICS AND BEYOND
Written by Peter Whittle
Published by John Wiley & Sons
in 1996
ISBN: 0471960993
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OPTIMAL CONTROL BASICS AND BEYOND
Written by Peter Whittle.
Stock no. 627816
1996.
Softcover.
Slightly better than very good condition.
Wiley-Interscience Series in Systems and Optimization. Blue pictorial cardwraps. ix and 464 pages including index. ISBN: 0471960993. Blind stamp to first page. Front cover creased at top corner. Contents fine.
Front cover
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