[eBook Code] Optimal Control (eBook Code, 3rd)

Preface
1 Static Optimization
1.1 Optimization without Constraints
1.2 Optimization with Equality Constraints
1.3 Numerical Solution Methods Problems
Problems
2 Optimal Control of Discrete-Time Systems
2.1 Solution of the General Discrete-Time Optimization Problem
2.2 Discrete-Time Linear Quadratic Regulator
2.3 Digital Control of Continuous-Time Systems
2.4 Steady-State Closed-Loop Control and Suboptimal Feedback
2.5 Frequency-Domain Results
Problems
3 Optimal Control of Continuous-Time Systems
3.1 The Calculus of Variations
3.2 Solution of the General Continuous-Time Optimization Problem
3.3 Continuous-Time Linear Quadratic Regulator
3.4 Steady-State Closed-Loop Control and Suboptimal Feedback
3.5 Frequency-Domain Results
Problems
4 The Tracking Problem and Other LQR Extensions
4.1 The Tracking Problem
4.2 Regulator with Function of Final State Fixed
4.3 Second-Order Variations in the Performance Index
4.4 The Discrete-Time Tracking Problem
4.5 Discrete Regulator with Function of Final State Fixed
4.6 Discrete Second-Order Variations in the Performance Index
Problems
5 Final-Time-Free And Constrained Input Control
5.1 Final-Time-Free Problems
5.2 Constrained Input Problems
Problems
6 Dynamic Programming
6.1 Bellman’s Principle of Optimality
6.2 Discrete-Time Systems
6.3 Continuous-Time Systems
Problems
7 Optimal Control for Polynomial Systems
7.1 Discrete Linear Quadratic Regulator
7.2 Digital Control of Continuous-Time Systems
Problems
8 Output Feedback and Structured Control
8.1 Linear Quadratic Regulator with Output Feedback
8.2 Tracking a Reference Input
8.3 Tracking by Regulator Redesign
8.4 Command-Generator Tracker
8.5 Explicit Model-Following Design
8.6 Output Feedback in Game Theory and Decentralized Control
Problems
9 Robustness And Multivariable Frequency-Domain Techniques
9.1 Introduction
9.2 Multivariable Frequency-Domain Analysis
9.3 Robust Output-Feedback Design
9.4 Observers and the Kalman Filter
9.5 LQG/Loop-Transfer Recovery
9.6 H∞ DESIGN
Problems
10 Differential Games
10.1 Optimal Control Derived Using Pontryagin’s Minimum Principle and the Bellman Equation
10.2 Two-player Zero-sum Games
10.3 Application of Zero-sum Games to H∞ Control
10.4 Multiplayer Non-zero-sum Games
11 Reinforcement Learning and Optimal Adaptive Control
11.1 Reinforcement Learning
11.2 Markov Decision Processes
11.3 Policy Evaluation and Policy Improvement
11.4 Temporal Difference Learning and Optimal Adaptive Control
11.5 Optimal Adaptive Control for Discrete-time Systems
11.6 Integral Reinforcement Learning for Optimal Adaptive Control of Continuous-time Systems
11.7 Synchronous Optimal Adaptive Control for Continuous-time Systems
Appendix a Review of Matrix Algebra
A.1 Basic Definitions and Facts
A.2 Partitioned Matrices
A.3 Quadratic Forms and Definiteness
A.4 Matrix Calculus
A.5 The Generalized Eigenvalue Problem
References
Index