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An Introduction to Optimal Control Theory: The Dynamic Programming Approach
Hardcover
Series: Texts in Applied Mathematics, Book 76
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ISBN13: 9783031211386
Publisher: Springer Nature
Published: Feb 23 2023
Pages: 273
Weight: 1.40
Height: 0.24 Width: 5.91 Depth: 9.06
Language: English
This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others.
After a general introduction to control problems, the book covers the topic dividing into four parts with different dynamical systems: control of discrete-time deterministic systems, discrete-time stochastic systems, ordinary differential equations, and finally a general continuous-time MCP with applications for stochastic differential equations.
The first and second part should be accessible to undergraduate students with some knowledge of elementary calculus, linear algebra, and some concepts from probability theory (random variables, expectations, and so forth). Whereas the third and fourth part would be appropriate for advanced undergraduates or graduate students who have a working knowledge of mathematical analysis (derivatives, integrals, ...) and stochastic processes.
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