Search -
A Unified Computational Approach to Optimal Control Problems (Chapman and Hall /Crc Monographs and Surveys in Pure and Applied Mathematics)
A Unified Computational Approach to Optimal Control Problems - Chapman and Hall /Crc Monographs and Surveys in Pure and Applied Mathematics Author:K. L. Teo, C. J. Goh, K. H. Wong Using the concept of control parametrization, the optimal control problem is reduced to a mathematical programming problem and hence is solvable by existing efficient optimization software packages. This book is a rigorous expostion of the concept of control parametrization as a basis of solving various optimal control problems. All the algorith... more »ms are presented in a unified manner easily understood by the reader. Exercises are included to enhance the reader's understanding of the underlying theory and a wide range of optimal control problems are collected in the Appendix. The text could be used as a textbook for a course at senior undergraduate or graduate level. It can also serve as a reference text for applied scientists, graduate students, engineers, and managers using control and optimization.« less