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  • © 2019

Direct Methods in Control Problems

Birkhäuser

Authors:

  • Fills a gap in literature, covering direct methods applications in the control and systems context; takes into account recent significant advances in computing; most other books cover indirect methods
  • New material is presented, in particular, a treatment of representation methods for stochastic systems involving Lévy processes
  • Varied examples throughout are a valuable pedagogical tool and of independent interest to researchers and students
  • For a broad audience of graduate students, researchers, applied mathematicians, and control engineers
  • May be used as a textbook for a graduate course or seminar on direct methods in control
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Table of contents (15 chapters)

  1. Front Matter

    Pages i-xiii
  2. Derivatives and Solutions

    • Peter Falb
    Pages 11-18
  3. Inverse and Implicit Functions

    • Peter Falb
    Pages 19-21
  4. Dynamical Control Systems

    • Peter Falb
    Pages 57-78
  5. Control Problems: Classical Methods

    • Peter Falb
    Pages 95-123
  6. Control Problems: An Existence Theory

    • Peter Falb
    Pages 125-147
  7. Interlude: Variations and Solutions

    • Peter Falb
    Pages 149-161
  8. Approximation I: Generalities

    • Peter Falb
    Pages 163-171
  9. Some Examples

    • Peter Falb
    Pages 195-206
  10. Roads Not Traveled and Future Paths

    • Peter Falb
    Pages 207-210
  11. Back Matter

    Pages 211-314

About this book

The primary focus of this book is on explicating the direct method approach. Historically, direct methods have not been fully exploited in control problems. The key is constructing convergent minimizing families. Integration methods (for example the gradient method) and representation methods (such as the Ritz-Galerkin and Finite Element methods) are examined in this text in an abstract (with concrete examples) functional analytic way. The aim is to consider direct methods from a unified general point of view and to provide a stimulus for future research. Explicitly, implicitly and by example, potential areas of research interest are indicated.

The book is a suitable reference for graduate students, researchers, applied mathematicians, and control engineers. Some of the material is of independent mathematical interest. The work may be used as a text for a graduate course or seminar on direct methods in control. A degree of mathematical sophistication and some knowledge of control theory is required.

Reviews

“This is clearly a book aimed at specialists in control theory. It is more a monograph … .” (Bill Satzer, MAA Reviews, November 28, 2021)

“This book offers a useful reading and provides interesting classroom material on the theory of finite-element indirect methods for optimal control problems.” (Fernando Lobo Pereira, Mathematical Reviews, July, 2021)

“The book will become a valuable reference for researchers, engineers and students in the field of mathematics, management science, operations research, optimal control science and economics.” (Savin Treanta, zbMATH 1444.93002, 2020)

Authors and Affiliations

  • Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge, MA, USA and Division of Applied Mathematics, Brown University, Providence, USA

    Peter Falb

About the author

Peter Falb is Professor Emeritus of Applied Mathematics: Applied Mathematics at the Brown University in Providence, RI, USA. His research interests are in the areas of systems science and engineering, particularly algebraic and geometric methods, parametric dependence, numerical methods, multivariable linear systems, and infinite dimensional stochastic systems, as well as control and stability theory and mathematics of investment.

Bibliographic Information

Buy it now

Buying options

eBook USD 79.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 99.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access