Foreword |
|
ix | |
Preface |
|
xi | |
|
1 Examples of Control Problems |
|
|
1 | (14) |
|
|
1 | (1) |
|
1.2 A Problem of Production Planning |
|
|
1 | (2) |
|
|
3 | (1) |
|
|
4 | (3) |
|
1.5 Electrical Engineering |
|
|
7 | (2) |
|
1.6 The Brachistochrone Problem |
|
|
9 | (3) |
|
1.7 An Optimal Harvesting Problem |
|
|
12 | (1) |
|
1.8 Vibration of a Nonlinear Beam |
|
|
13 | (2) |
|
2 Formulation of Control Problems |
|
|
15 | (20) |
|
|
15 | (1) |
|
2.2 Formulation of Problems Governed by Ordinary Differential Equations |
|
|
15 | (3) |
|
2.3 Mathematical Formulation |
|
|
18 | (4) |
|
2.4 Equivalent Formulations |
|
|
22 | (4) |
|
2.5 Isoperimetric Problems and Parameter Optimization |
|
|
26 | (1) |
|
2.6 Relationship with the Calculus of Variations |
|
|
27 | (5) |
|
|
32 | (3) |
|
|
35 | (44) |
|
|
35 | (3) |
|
3.2 The Relaxed Problem; Compact Constraints |
|
|
38 | (5) |
|
3.3 Weak Compactness of Relaxed Controls |
|
|
43 | (13) |
|
|
56 | (7) |
|
3.5 The Relaxed Problem; Non-Compact Constraints |
|
|
63 | (3) |
|
3.6 The Chattering Lemma; Approximation to Relaxed Controls |
|
|
66 | (13) |
|
4 Existence Theorems; Compact Constraints |
|
|
79 | (34) |
|
|
79 | (1) |
|
4.2 Non-Existence and Non-Uniqueness of Optimal Controls |
|
|
80 | (3) |
|
4.3 Existence of Relaxed Optimal Controls |
|
|
83 | (9) |
|
4.4 Existence of Ordinary Optimal Controls |
|
|
92 | (6) |
|
4.5 Classes of Ordinary Problems Having Solutions |
|
|
98 | (3) |
|
|
101 | (2) |
|
4.7 Systems Linear in the State Variable |
|
|
103 | (10) |
|
5 Existence Theorems; Non-Compact Constraints |
|
|
113 | (36) |
|
|
113 | (1) |
|
5.2 Properties of Set Valued Maps |
|
|
114 | (3) |
|
|
117 | (5) |
|
5.4 Existence via the Cesari Property |
|
|
122 | (17) |
|
5.5 Existence Without the Cesari Property |
|
|
139 | (6) |
|
5.6 Compact Constraints Revisited |
|
|
145 | (4) |
|
6 The Maximum Principle and Some of Its Applications |
|
|
149 | (56) |
|
|
149 | (1) |
|
6.2 A Dynamic Programming Derivation of the Maximum Principle |
|
|
150 | (9) |
|
6.3 Statement of Maximum Principle |
|
|
159 | (14) |
|
|
173 | (4) |
|
6.5 Relationship with the Calculus of Variations |
|
|
177 | (5) |
|
6.6 Systems Linear in the State Variable |
|
|
182 | (4) |
|
|
186 | (6) |
|
6.8 The Linear Time Optimal Problem |
|
|
192 | (1) |
|
6.9 Linear Plant-Quadratic Criterion Problem |
|
|
193 | (12) |
|
7 Proof of the Maximum Principle |
|
|
205 | (44) |
|
|
205 | (2) |
|
7.2 Penalty Proof of Necessary Conditions in Finite Dimensions |
|
|
207 | (3) |
|
7.3 The Norm of a Relaxed Control; Compact Constraints |
|
|
210 | (2) |
|
7.4 Necessary Conditions for an Unconstrained Problem |
|
|
212 | (6) |
|
|
218 | (5) |
|
7.6 The ε-Maximum Principle |
|
|
223 | (5) |
|
7.7 The Maximum Principle; Compact Constraints |
|
|
228 | (6) |
|
7.8 Proof of Theorem 6.3.9 |
|
|
234 | (4) |
|
7.9 Proof of Theorem 6.3.12 |
|
|
238 | (2) |
|
7.10 Proof of Theorem 6.3.17 and Corollary 6.3.19 |
|
|
240 | (4) |
|
7.11 Proof of Theorem 6.3.22 |
|
|
244 | (5) |
|
|
249 | (34) |
|
|
249 | (1) |
|
|
249 | (6) |
|
8.3 A Non-Linear Quadratic Example |
|
|
255 | (2) |
|
8.4 A Linear Problem with Non-Convex Constraints |
|
|
257 | (2) |
|
|
259 | (3) |
|
8.6 The Brachistochrone Problem |
|
|
262 | (5) |
|
|
267 | (6) |
|
8.8 An Optimal Harvesting Problem |
|
|
273 | (3) |
|
8.9 Rotating Antenna Example |
|
|
276 | (7) |
|
9 Systems Governed by Integrodifferential Systems |
|
|
283 | (12) |
|
|
283 | (1) |
|
|
283 | (2) |
|
9.3 Systems Linear in the State Variable |
|
|
285 | (2) |
|
9.4 Linear Systems/The Bang-Bang Principle |
|
|
287 | (1) |
|
9.5 Systems Governed by Integrodifferential Systems |
|
|
287 | (1) |
|
9.6 Linear Plant Quadratic Cost Criterion |
|
|
288 | (1) |
|
|
289 | (6) |
|
|
295 | (10) |
|
|
295 | (1) |
|
10.2 Problem Statement and Assumptions |
|
|
295 | (1) |
|
|
296 | (2) |
|
|
298 | (2) |
|
10.5 Linear Plant-Quadratic Cost |
|
|
300 | (1) |
|
10.6 Infinite Dimensional Setting |
|
|
300 | (5) |
|
10.6.1 Approximate Optimality Conditions |
|
|
302 | (2) |
|
10.6.2 Optimality Conditions |
|
|
304 | (1) |
|
11 Bounded State Problems |
|
|
305 | (32) |
|
|
305 | (1) |
|
11.2 Statement of the Problem |
|
|
305 | (1) |
|
11.3 ε-Optimality Conditions |
|
|
306 | (10) |
|
|
316 | (4) |
|
11.5 The Bounded State Problem for Integrodifferential Systems |
|
|
320 | (2) |
|
11.6 The Bounded State Problem for Ordinary Differential Systems |
|
|
322 | (4) |
|
11.7 Further Discussion of the Bounded State Problem |
|
|
326 | (3) |
|
11.8 Sufficiency Conditions |
|
|
329 | (3) |
|
11.9 Nonlinear Beam Problem |
|
|
332 | (5) |
|
12 Hamilton-Jacobi Theory |
|
|
337 | (34) |
|
|
337 | (1) |
|
12.2 Problem Formulation and Assumptions |
|
|
338 | (2) |
|
12.3 Continuity of the Value Function |
|
|
340 | (4) |
|
12.4 The Lower Dini Derivate Necessary Condition |
|
|
344 | (5) |
|
12.5 The Value as Viscosity Solution |
|
|
349 | (4) |
|
|
353 | (6) |
|
12.7 The Value Function as Verification Function |
|
|
359 | (1) |
|
|
360 | (6) |
|
12.9 The Maximum Principle |
|
|
366 | (5) |
Bibliography |
|
371 | (8) |
Index |
|
379 | |