Lectures on the Calculus of Variations and Optimal Control Theory - Hardcover

L. C. Young

Hardcover

ISBN 10: 0821826905 ISBN 13: 9780821826904

Publisher: American Mathematical Society, 2000

Synopsis

This book is divided into two parts. The first addresses the simpler variational problems in parametric and nonparametric form. The second covers extensions to optimal control theory. The author opens with the study of three classical problems whose solutions led to the theory of calculus of variations. They are the problem of geodesics, the brachistochrone, and the minimal surface of revolution. He gives a detailed discussion of the Hamilton-Jacobi theory, both in the parametric and nonparametric forms. This leads to the development of sufficiency theories describing properties of minimizing extremal arcs. Next, the author addresses existence theorems. He first develops Hilbert's basic existence theorem for parametric problems and studies some of its consequences. Finally, he develops the theory of generalized curves and ``automatic'' existence theorems. In the second part of the book, the author discusses optimal control problems. He notes that originally these problems were formulated as problems of Lagrange and Mayer in terms of differential constraints. In the control formulation, these constraints are expressed in a more convenient form in terms of control functions. After pointing out the new phenomenon that may arise, namely, the lack of controllability, the author develops the maximum principle and illustrates this principle by standard examples that show the switching phenomena that may occur. He extends the theory of geodesic coverings to optimal control problems. Finally, he extends the problem to generalized optimal control problems and obtains the corresponding existence theorems.

About this title

Review:

... A beautiful book ... that is bound to stimulate many mathematicians and students of mathematics. MAA Monthly

About this edition

• Publisher: American Mathematical Society
• Publication date: 2000
• ISBN 10: 0821826905
• ISBN 13: 9780821826904
• Binding: Hardcover
• Number of pages: 337