2133881
9780471956792
Optimal Control Basics and Beyond Peter Whittle Statistical Laboratory, University of Cambridge, UK 'Control theory' is now understood not merely in the narrow sense of the control of mechanisms but in the wider sense of the control of any dynamic system (e.g. communication, distribution, production, financial, economic), in general stochastic and imperfectly observed. The author takes this wider view and so covers general techniques of optimisation (e.g. dynamic programming and the maximum principle) as well as topics more classically associated with narrow-sense control theory (e.g. stability, feedback, controllability). There is now a great deal of standard material in this area, and it is to this which the 'basics' component of the book provides an introduction. However, while the material may be standard, the treatment of the section is shaped considerably by consciousness of the 'beyond' component into which it leads. This subsequent section covers risk-sensitive and H? criteria, time-integral methods, optimal stationary policies, near-determinism and large deviation theory. Covering both standard material and recent results, this book will prove to be essential reading for students and researchers with an interest in control theory. Contents Preface Basics Part 1 Deterministic Models Part 2 Stochastic Models Beyond Part 3 Risk-sensitive and H? Criteria Part 4 Time-integral Methods and Optimal Stationary Policies Part 5 Non-determinism and Large Deviation Theory Appendices References Index By the same author Optimization Over Time, Volume 2: Dynamic Programming and Stochastic Control Wiley 1983, ISBN 0 471 10496 5 Risk-Sensitive Optimal Control Wiley 1990, ISBN 0 471 92622 1 Of related interest Probability, Statistics and Optimization: A Tribute to Peter Whittle F.P. Kelly (Editor), Statistical Laboratory, University of Cambridge, UK Wiley 1994, ISBN 0 471 94829 2Whittle, Peter is the author of 'Optimal Control Basics and Beyond', published 1996 under ISBN 9780471956792 and ISBN 0471956791.
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