This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha

Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory

Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control a

Presents techniques for optimizing problems in dynamic systems with terminal and path constraints. Includes optimal feedback control, feedback control for linea