Calculus of Variations and Optimal Control Theory: A Concise Introduction by Daniel Liberzon (PDF)

Description

This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐This book gives a good explanation of the 3 major approaches to Optimal Control Theory: Classical, HJB, and the Maximum Principle. This is the reason I bought it. In addition, the book itself is attractively packaged with a portrait of LaGrange himself (I assume) sitting around a table with a modern day student. LaGrange coined the expression “Calculus of Variations” and his approach is the classical one that most students first meet. The rest of the book is devoted to generalizations of and alternative approaches to the classical field. The problems are very challenging but rewarding in the long run.I recommend this book to anyone who’s interested in the field for pleasure or work. I wish that I had had this book in working some Optimal Control problems in my work as an aeronautical & astronautical engineer. Frank Lewis’ Optimal Control book is also a good source and supplement to this book (or vice versa).

⭐Idea of the book is better than the execution. I personally prefer books that state results, then prove them (and ideally provide motivation and context). Here, there are a lot of half proofs that are intentionally incomplete, making the development of the subject continuous, but the proofs less clear.

⭐This book achieves the goal of being mathematically very concise and at the same time being very accessible. It is suitable for self study as well as a textbook. The book is meticulously written, the author has a great sense of humour, and has no errors that I have found. Its relative brevity is a big plus, since the author obviously made an effort to capture the essence of the subject matter.

⭐Perfect!!!

⭐Very good read. I am halfway through a semester course based on this book. The book is mathematically rigorous without being longwinded. It includes much of the historical context in which much of the mathematics was discovered, making it very interesting and accessible.

⭐Liberzon’s book gives a well laid out introduction to the background material: covering all the bases without being overly technical. It also provides an excellent guide to Pontryagin’s theorem, the basis of modern control theory. A very good text!

⭐Out of four optimal control textbooks I found this the most straightforward to follow.

⭐I am a graduate student in robotics and control. I studied the optimal control with Kirk’s book several years ago. However, I had a chance to re-study the optimal control this time, I choose to read this book. The result is “Excellent”..The author successfully explained the important topics of optimal control. First beginning with optimization, he proceeded to calculus of variation, shift from calculus of variation to optimal control, Pontryagin’s Maximum principle and dynamic programming.He succeeded to explain all these topic not separately but clear relations with each other. Kirk’s book also excellent and well arranged and explains each case by case of problems. If you are a novice in this area and want to study the optimal control, read this book and next Kirk’s one. That will strongly suffice your background about the optimal control. HIGHLY RECOMMENDED!!!

⭐Very high quality advanced book on this subject, which is suitable for self reading also. Beautifully written with a good Mathematical rigour.

Keywords

Free Download Calculus of Variations and Optimal Control Theory: A Concise Introduction in PDF format
Calculus of Variations and Optimal Control Theory: A Concise Introduction PDF Free Download
Download Calculus of Variations and Optimal Control Theory: A Concise Introduction 2011 PDF Free
Calculus of Variations and Optimal Control Theory: A Concise Introduction 2011 PDF Free Download
Download Calculus of Variations and Optimal Control Theory: A Concise Introduction PDF
Free Download Ebook Calculus of Variations and Optimal Control Theory: A Concise Introduction