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Dynamic Optimization

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Dynamic Optimization

by Arthur Bryson

 

24 Sep 2002 (Updated 24 Sep 2002)

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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)
13 Dec 2004 luan nguyen  
10 Nov 2005 Andrew Wagner

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

28 Aug 2011 chen xu  
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Tag Activity for this File
Tag Applied By Date/Time
controls Arthur Bryson 22 Oct 2008 06:51:52
dynamic optimization Arthur Bryson 22 Oct 2008 06:51:52
fixed final time Arthur Bryson 22 Oct 2008 06:51:52
parameter optimzation Arthur Bryson 22 Oct 2008 06:51:52
controls Djibril TOGOLA 14 Mar 2012 10:09:19

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