Optimal Control, 3/e (Hardcover)

1 STATIC OPTIMIZATION 

◾1.1 Optimization without Constraints 

◾1.2 Optimization with Equality Constraints 

◾1.3 Numerical Solution Methods 

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 

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 

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 

5 FINAL-TIME-FREE AND CONSTRAINED INPUT CONTROL 

◾5.1 Final-Time-Free Problems 

◾5.2 Constrained Input Problems 

6 DYNAMIC PROGRAMMING 

◾6.1 Bellman’s Principle of Optimality 

◾6.2 Discrete-Time Systems 

◾6.3 Continuous-Time Systems 

7 OPTIMAL CONTROL FOR POLYNOMIAL SYSTEMS 

◾7.1 Discrete Linear Quadratic Regulator 

◾7.2 Digital Control of Continuous-Time Systems 

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 

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 

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