- 276 pages
- English
- PDF
- Available on iOS & Android
About this book
The aim of this work is to present a unified approach to the modern field of control theory and to provide a technique for making problems involving deterministic, stochastic, and adaptive processes of both linear and nonlinear type amenable to machine solution. Mr. Bellman has used the theory of dynamic programming to formulate, analyze, and prepare these processes for numerical treatment by digital computers. The unique concept of the book is that of a single problem stretching from recognition and formulation to analytic treatment and computational solution. Due to the emphasis upon ideas and concepts, this book is equally suited for the pure and applied mathematician, and for control engineers in all fields.
Originally published in 1961.
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Information
Table of contents
- Cover
- Contents
- I Feedback Control and the Calculus of Variations
- II Dynamical Systems and Transformations
- III Multistage Decision Processes and Dynamic Programming
- IV Dynamic Programming and the Calculus of Variations
- V Computational Aspects of Dynamic Programming
- VI The Lagrange Multiplier
- VII Two-Point Boundary Value Problems
- VIII Sequential Machines and the Synthesis of Logical Systems
- IX Uncertainty and Random Processes
- X Stochastic Control Processes
- XI Markovian Decision Processes
- XII Quasilinearization
- XIII Stochastic Learning Models
- XIV The Theory of Games and Pursuit Processes
- XV Adaptive Processes
- XVI Adaptive Control Processes
- XVII Some Aspects of Communication Theory
- XVIII Successive Approximation
- Index