Research Catalog

Stochastic optimal control : theory and application

Title
Stochastic optimal control : theory and application / Robert F. Stengel.
Author
Stengel, Robert F.
Publication
New York : Wiley, ©1986.

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Book/TextUse in library QA402.3 .S76 1986Off-site

Details

Description
xvi, 638 pages : illustrations; 25 cm
Summary
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.
Subject
  • Control theory
  • Mathematical optimization
  • Stochastic processes
  • Stochastic Processes
  • Control theory
  • Mathematical optimization
  • Stochastic processes
  • Stochastische Kontrolltheorie
Note
  • "A Wiley-Interscience publication."
Bibliography (note)
  • Includes bibliographies and index.
Contents
The mathematics of control and estimation -- Optimal trajectories and neighboring-optimal solutions -- Optimal state estimation -- Stochastic optimal control -- Linear multivariable control -- Epilogue.
ISBN
  • 0471864625
  • 9780471864622
LCCN
86009096
OCLC
  • ocm13455781
  • 13455781
  • SCSB-9361519
Owning Institutions
Princeton University Library