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Applied Dynamic Programming for Optimization of Dynamical Systems
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Rush D. Robinett III, Sandia National Laboratories David G. Wilson, Sandia National Laboratories G. Richard Eisler, Sandia National Laboratories John E. Hurtado, Texas A&M University
SIAM, 2005
ISBN: 0-89871-586-5 |
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Written for advanced students and practicing scientists and engineers, this text presents dynamic programming techniques for the optimization of dynamic systems. Several practical case studies are included to demonstrate the techniques. Topics covered include constrained optimization, discrete dynamic programming, and equality-constrained optimal control.
MATLAB solutions for the case studies are included in an appendix. In addition, the Optimization Toolbox is briefly introduced and used to solve an application example.
