Primer on optimal control theory
Jason L. Speyer, David H. Jacobson.
- Philadelphia : Society for Industrial and Applied Mathematics, c2010.
- xiii, 307 p. : ill. ; 27 cm.
- Advances in design and control ; DC20 .
Includes bibliographical references (p. 297-301) and index.
Finite-dimensional optimization -- Optimization of dynamic systems with general performance criteria -- Terminal equality constraints -- Linear quadratic control problem -- LQ differential games.