| Preface |
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xi | |
| Acknowledgments |
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xvii | |
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1 | (306) |
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1 Historical Notes on the Calculus of Variations |
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3 | (14) |
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1.1 Some Typical Problems |
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6 | (5) |
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1.1.1 Queen Dido's Problem |
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6 | (1) |
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1.1.2 The Brachistochrone Problem |
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7 | (1) |
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8 | (3) |
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1.2 Some Important Dates and People |
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11 | (6) |
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2 Introduction and Preliminaries |
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17 | (74) |
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17 | (9) |
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2.1.1 Problem 1: The Brachistochrone Problem |
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17 | (1) |
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2.1.2 Problem 2: The River Crossing Problem |
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18 | (2) |
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2.1.3 Problem 3: The Double Pendulum |
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20 | (1) |
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2.1.4 Problem 4: The Rocket Sled Problem |
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21 | (1) |
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2.1.5 Problem 5: Optimal Control in the Life Sciences |
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22 | (2) |
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2.1.6 Problem 6: Numerical Solutions of Boundary Value Problems |
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24 | (2) |
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2.2 Mathematical Background |
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26 | (31) |
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2.2.1 A Short Review and Some Notation |
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26 | (9) |
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2.2.2 A Review of One Dimensional Optimization |
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35 | (7) |
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2.2.3 Lagrange Multiplier Theorems |
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42 | (15) |
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57 | (12) |
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2.3.1 Distances between Functions |
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64 | (4) |
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2.3.2 An Introduction to the First Variation |
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68 | (1) |
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2.4 Mathematical Formulation of Problems |
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69 | (17) |
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2.4.1 The Brachistochrone Problem |
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69 | (3) |
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2.4.2 The Minimal Surface of Revolution Problem |
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72 | (1) |
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2.4.3 The River Crossing Problem |
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73 | (1) |
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2.4.4 The Rocket Sled Problem |
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74 | (2) |
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2.4.5 The Finite Element Method |
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76 | (10) |
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2.5 Problem Set for Chapter 2 |
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86 | (5) |
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3 The Simplest Problem in the Calculus of Variations |
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91 | (40) |
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3.1 The Mathematical Formulation of the SPCV |
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91 | (4) |
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3.2 The Fundamental Lemma of the Calculus of Variations |
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95 | (7) |
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3.3 The First Necessary Condition for a Global Minimizer |
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102 | (15) |
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112 | (5) |
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3.4 Implications and Applications of the FLCV |
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117 | (8) |
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3.4.1 Weak and Generalized Derivatives |
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118 | (6) |
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3.4.2 Weak Solutions to Differential Equations |
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124 | (1) |
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3.5 Problem Set for Chapter 3 |
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125 | (6) |
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4 Necessary Conditions for Local Minima |
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131 | (54) |
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4.1 Weak and Strong Local Minimizers |
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132 | (3) |
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4.2 The Euler Necessary Condition - (I) |
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135 | (4) |
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4.3 The Legendre Necessary Condition - (III) |
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139 | (7) |
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4.4 Jacobi Necessary Condition - (IV) |
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146 | (9) |
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4.4.1 Proof of the Jacobi Necessary Condition |
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152 | (3) |
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4.5 Weierstrass Necessary Condition - (II) |
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155 | (23) |
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4.5.1 Proof of the Weierstrass Necessary Condition |
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159 | (12) |
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4.5.2 Weierstrass Necessary Condition for a Weak Local Minimum |
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171 | (5) |
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4.5.3 A Proof of Legendre's Necessary Condition |
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176 | (2) |
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4.6 Applying the Four Necessary Conditions |
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178 | (2) |
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4.7 Problem Set for Chapter 4 |
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180 | (5) |
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5 Sufficient Conditions for the Simplest Problem |
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185 | (18) |
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186 | (4) |
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190 | (2) |
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5.3 Fundamental Sufficient Results |
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192 | (5) |
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5.4 Problem Set for Chapter 5 |
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197 | (6) |
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6 Summary for the Simplest Problem |
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203 | (10) |
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7 Extensions and Generalizations |
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213 | (70) |
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7.1 Properties of the First Variation |
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213 | (2) |
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7.2 The Free Endpoint Problem |
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215 | (9) |
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7.2.1 The Euler Necessary Condition |
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218 | (3) |
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7.2.2 Examples of Free Endpoint Problems |
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221 | (3) |
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7.3 The Simplest Point to Curve Problem |
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224 | (14) |
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7.4 Vector Formulations and Higher Order Problems |
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238 | (17) |
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7.4.1 Extensions of Some Basic Lemmas |
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242 | (7) |
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7.4.2 The Simplest Problem in Vector Form |
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249 | (3) |
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7.4.3 The Simplest Problem in Higher Order Form |
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252 | (3) |
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7.5 Problems with Constraints: Isoperimetric Problem |
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255 | (8) |
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7.5.1 Proof of the Lagrange Multiplier Theorem |
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259 | (4) |
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7.6 Problems with Constraints: Finite Constraints |
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263 | (2) |
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7.7 An Introduction to Abstract Optimization Problems |
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265 | (13) |
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7.7.1 The General Optimization Problem |
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265 | (2) |
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7.7.2 General Necessary Conditions |
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267 | (4) |
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7.7.3 Abstract Variations |
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271 | (2) |
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7.7.4 Application to the SPCV |
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273 | (1) |
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7.7.5 Variational Approach to Linear Quadratic Optimal Control |
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274 | (1) |
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7.7.6 An Abstract Sufficient Condition |
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275 | (3) |
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7.8 Problem Set for Chapter 7 |
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278 | (5) |
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283 | (24) |
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8.1 Solution of the Brachistochrone Problem |
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283 | (4) |
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8.2 Classical Mechanics and Hamilton's Principle |
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287 | (8) |
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8.2.1 Conservation of Energy |
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292 | (3) |
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8.3 A Finite Element Method for the Heat Equation |
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295 | (8) |
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8.4 Problem Set for Chapter 8 |
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303 | (4) |
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307 | (212) |
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9 Optimal Control Problems |
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309 | (32) |
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9.1 An Introduction to Optimal Control Problems |
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309 | (4) |
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9.2 The Rocket Sled Problem |
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313 | (2) |
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9.3 Problems in the Calculus of Variations |
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315 | (4) |
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9.3.1 The Simplest Problem in the Calculus of Variations |
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315 | (3) |
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9.3.2 Free End-Point Problem |
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318 | (1) |
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319 | (19) |
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9.4.1 Time Optimal Control for the Rocket Sled Problem |
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319 | (14) |
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333 | (5) |
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9.5 Problem Set for Chapter 9 |
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338 | (3) |
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10 Simplest Problem in Optimal Control |
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341 | (32) |
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10.1 SPOC: Problem Formulation |
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341 | (2) |
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10.2 The Fundamental Maximum Principle |
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343 | (8) |
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10.3 Application of the Maximum Principle to Some Simple Problems |
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351 | (16) |
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10.3.1 The Bushaw Problem |
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351 | (7) |
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10.3.2 The Bushaw Problem: Special Case γ = 0 and κ = 1 |
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358 | (4) |
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10.3.3 A Simple Scalar Optimal Control Problem |
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362 | (5) |
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10.4 Problem Set for Chapter 10 |
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367 | (6) |
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11 Extensions of the Maximum Principle |
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373 | (86) |
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11.1 A Fixed-Time Optimal Control Problem |
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373 | (4) |
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11.1.1 The Maximum Principle for Fixed t1 |
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375 | (2) |
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11.2 Application to Problems in the Calculus of Variations |
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377 | (16) |
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11.2.1 The Simplest Problem in the Calculus of Variations |
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377 | (7) |
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11.2.2 Free End-Point Problems |
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384 | (1) |
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11.2.3 Point-to-Curve Problems |
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385 | (8) |
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11.3 Application to the Farmer's Allocation Problem |
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393 | (7) |
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11.4 Application to a Forced Oscillator Control Problem |
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400 | (4) |
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11.5 Application to the Linear Quadratic Control Problem |
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404 | (25) |
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11.5.1 Examples of LQ Optimal Control Problems |
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410 | (9) |
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11.5.2 The Time Independent Riccati Differential Equation |
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419 | (10) |
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11.6 The Maximum Principle for a Problem of Bolza |
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429 | (7) |
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11.7 The Maximum Principle for Nonautonomous Systems |
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436 | (10) |
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11.8 Application to the Nonautonomous LQ Control Problem |
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446 | (7) |
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11.9 Problem Set for Chapter 11 |
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453 | (6) |
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12 Linear Control Systems |
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459 | (60) |
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12.1 Introduction to Linear Control Systems |
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459 | (14) |
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12.2 Linear Control Systems Arising from Nonlinear Problems |
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473 | (5) |
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12.2.1 Linearized Systems |
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474 | (1) |
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12.2.2 Sensitivity Systems |
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475 | (3) |
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12.3 Linear Quadratic Optimal Control |
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478 | (2) |
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12.4 The Riccati Differential Equation for a Problem of Bolza |
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480 | (10) |
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12.5 Estimation and Observers |
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490 | (16) |
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12.5.1 The Luenberger Observer |
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494 | (4) |
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12.5.2 An Optimal Observer: The Kalman Filter |
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498 | (8) |
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12.6 The Time Invariant Infinite Interval Problem |
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506 | (3) |
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12.7 The Time Invariant Min-Max Controller |
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509 | (2) |
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12.8 Problem Set for Chapter 12 |
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511 | (8) |
| Bibliography |
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519 | (20) |
| Index |
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539 | |