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"Functional Analysis and Time Optimal Control " by H. Hermes, J.P. LaSalle

By the middle of this century automatic control engineering was well

advanced. Sophisticated analytic techniques were available for the

design of linear servomechanisms and with great justification Norbert

Wiener said: “The present age is as truly the age of servomechanisms

as the 19th Century was the age of the steam engine . . . .” Kolmogorofi‘

and Wiener had developed a mathematical theory of optimal filtering

and prediction, and engineers were already beginning to consider

problems in optimal control. It then happened i n 1953 under the influence

of Lefschetz that Bushaw gave a mathematical solution of ;I

simple optimal control problem. This was the beginning of the development

of a theory which is the subject of this monograph and the beginning

of the development of a more general theory of optimal control.

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	Programming Stochastic Optimal Control: The Discrete-Time Case Dimitri P. Bertsekas, Steven E. Shreve “Stochastic Optimal Control: The Discrete-Time Case" Athena Scientific \| 2007-02-01 \| ISBN: 1886529035 \| 330 pages \| PDF \| 19,9 Mb
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