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Dynamic Optimization

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Dynamic Optimization

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24 Sep 2002 (Updated )

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This book starts with a review of parameter optimization and then treats dynamic optimization, first with fixed final time and no constraints, next with terminal contraints, and finally with terminal constraints and open final time. This is followed by chapters on linear-quadratic problems and dynamic programming. The book concludes with chapters covering neighboring-optimal feedback control, inequality constraints, and singular problems.

For a full book description and ordering information, please refer to http://www.mathworks.com/support/books/book1532.jsp.

MATLAB release MATLAB 6.1 (R12.1)
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Comments and Ratings (3)
28 Aug 2011 chen xu  
10 Nov 2005 Andrew Wagner

Pretty much useless unless you have the book. Functions are not documented well enough to stand alone.

13 Dec 2004 luan nguyen  

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