Daniel Liberzon – författare

This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study.* Offers a concise yet rigorous introduction * Requires limited background in control theory or advanced mathematics * Provides a complete proof of the maximum principle * Uses consistent notation in the exposition of classical and modern topics * Traces the historical development of the subject * Solutions manual (available only to teachers) Leading universities that have adopted this book include: * University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems * Georgia Institute of Technology ECE 6553: Optimal Control and Optimization * University of Pennsylvania ESE 680: Optimal Control Theory * University of Notre Dame EE 60565: Optimal Control

l\lany systems encountered in practice involve a coupling between contin­ uous dynamics and discrete events. Systems in which these two kinds of dynamics coexist and interact are usually called hybrid. For example, the following phenomena give rise to hybrid behavior: a valve or a power switch opening and closing; a thermostat turning the heat on and off; biological cells growing and dividing; a server switching between buffers in a queueing network; aircraft entering, crossing, and leaving an air traffic control region; dynamics of a car changing abruptly due to wheels locking and unlocking on ice. Hybrid systems constitute a relatively new and very active area of current research. They present interesting theoretical challenges and are important in many real-world problems. Due to its inherently interdisci­ plinary nature, the field has attracted the attention of people with diverse backgrounds, primarily computer scientists, applied mathematicians, and engineers. Researchers with a background and interest in continuous-time systems and control theory are concerned primarily with properties of the contin­ uous dynamics, such as Lyapunov stability. A detailed investigation of the discrete behavior, on the other hand, is usually not a goal in itself. In fact, rather than dealing with specifics of the discrete dynamics, it is often use­ ful to describe and analyze a more general category of systems which is known to contain a particular model of interest.

l\lany systems encountered in practice involve a coupling between contin­ uous dynamics and discrete events. Systems in which these two kinds of dynamics coexist and interact are usually called hybrid. For example, the following phenomena give rise to hybrid behavior: a valve or a power switch opening and closing; a thermostat turning the heat on and off; biological cells growing and dividing; a server switching between buffers in a queueing network; aircraft entering, crossing, and leaving an air traffic control region; dynamics of a car changing abruptly due to wheels locking and unlocking on ice. Hybrid systems constitute a relatively new and very active area of current research. They present interesting theoretical challenges and are important in many real-world problems. Due to its inherently interdisci­ plinary nature, the field has attracted the attention of people with diverse backgrounds, primarily computer scientists, applied mathematicians, and engineers. Researchers with a background and interest in continuous-time systems and control theory are concerned primarily with properties of the contin­ uous dynamics, such as Lyapunov stability. A detailed investigation of the discrete behavior, on the other hand, is usually not a goal in itself. In fact, rather than dealing with specifics of the discrete dynamics, it is often use­ ful to describe and analyze a more general category of systems which is known to contain a particular model of interest.