Research Catalog

Optimal control : basics and beyond

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Item details
Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan Not available - Please for assistance.	Text	Request in advance	TJ213 .W442 1996	Off-site

Description

ix, 464 pages : illustrations; 24 cm.

Series Statement

Wiley-Interscience series in systems and optimization

Uniform Title

Wiley-Interscience series in systems and optimization.

Subject

Bibliography (note)

Contents

1. First ideas -- 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 -- 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 -- 16. Risk-sensitivity: the LEQG model -- 17. The [actual symbol not reproducible] formulation -- 18. The time-integral formalism -- 19. Optimal stationary LQG policies: perfect observation -- 20. Optimal Stationary LQG policies: imperfect observation --
21. The risk-sensitive (LEQG) version -- 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 -- App. A1 Notation and conventions -- App. A2 The structural basis of temporal optimisation -- App. A3 Moment generating functions; basic properties.

ISBN

LCCN

95022113

OCLC

ocm32626219

Owning Institutions

Columbia University Libraries