Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
2.8 References
R. E. Bellman and S. E. Dreyfus. Applied Dynamic Programming. Princeton University Press, Princeton, NJ, 1962.
R. E. Bellman and R. E. Kalaba. Dynamic Programming and Modern Control Theory. Academic Press, New York, 1965.
R. E. Bellman. Dynamic Programming. Princeton University Press, Princeton, NJ, 1957.
L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mischenko. The Mathematical Theory of Optimal Processes. Interscience Publishers, New York, 1962.
D. E. Kirk. Optimal Control Theory. Prentice-Hall, Englewood Cliffs, New Jersey, 1970.
Jeffrey B. Burl. Linear Optimal Control. Addison-Wesley, California, 1998.
T. Basar and P. Bernhard. H ∞ — Optimal Control and Related Minimax Design Problems: A Dynamic Game Approach. Birkhauser, Boston, 1991.
Sergio Bittanti, Alan J. Laub, and Jan C. Willems. The Riccati Equation. Springer-Verlag, 1991.
Hans W. Knobloch, Alberto Isisori, and Dietrich Flockerzi. Topics in Control Theory. Birkhauser Verlag, 1993.
Aaron Strauss. An Introduction to Optimal Control Theory. Springer-Verlag, 1968.
D. O. Anderson and J. B. Moore. Optimal Control: Linear Quadratic Methods. Prentice-Hall International Editions, Englewood Cliffs, NJ 07632, 1989.
A. D. Bryson and Y. C. Ho. Applied Optimal Control. John Wiley & Sons, Inc., Hemisphere, New York, 1975.
H. Kwakernaak and R. Sivan. Linear Optimal Control Systems. Wiley Interscience, 1972.
T. B. and G. J. Olsde. Dynamic Noncooperative Game Theory. Academic Press, London, New York, 1982.
D. J. J. Limbeer, B. D. O. Anderson, P. P. Khargonekar, and M. Green. A game theoretic approach to H∞ control for time varing systems. SIAM Journal of Control and Optimization, 30(2):262–283, 1992.
R. E. Kalman and R. S. Bucy. A new approach to linear filtering and prediction problems. Trans. ASME J. of Basic Engr., 82:35–45, 1960.
R. E. Kalman and R. S. Bucy. New results in linear filtering and prediction theory. Trans. ASME J. of Basic Engr., 83:95–108, 1961.
F. L. Lewis. Optimal estimation. John Wiley & Sons, Inc., 1986.
F. L. Lewis. Optimal Control. John Wiley & Sons, Inc., 1986.
J. M. Mendel and D. L. Gieseking. Biblography on the linear quadratic Gaussian problem. IEEE Trans. Automat. Contr., 16(6):847–869, 1971.
M. A. Athans. Special issue on the LQG problem. IEEE Trans. Automat. Contr., 16(6):527–869, 1971.
W. M. Wonham. On the separation theorem of stochastic control. SIAM Journal of Control and Optimization, 6(0):312–326, 1968.
M. Green and D. J. N. Limebeer. Linear Robust Control. Prentice-Hall, Englewood Cliffs, New Jersey, 1995.
S. Boyd, L. E. Ghaoui, E. Feron, and V. Balakrishnan. Linear Matrix Inequalities in System and Control Theory, volume 15. SIAM, Philadelphia, PA, 1994.
P. Gahinet, A. Nemirovski, A. J. Laub, and M. Chilali. LMI Control Toolbox. The MATHWORKS Inc., USA, 1995.
V. A. Yakubovic. The solution of certain matrix inequalities in automatic control theory. Dokl. Akad. Nauk, 143:1304–1307, 1962.
R. E. Kalman. Lyapunov functions for the problem of lur'e in automatic control. Proc. Nat. Acad. Sci., 49:201–205, 1963.
V. M. Popov. Hyperstability and optimality of automatic systems with several control functions. Rev. Roum. Sci. Tech. Ser Electrotech. Energ., 9:629–690, 1964.
Kemin Zhou, John C. Doyle, and Keith Glover. Robust and Optimal Control. Prentice Hall, 1996.
D. S. Berstein and W. Haddad. Steady-state kalman filtering with h∞ error bound. Systems and Control Letters, 12:9–16, 1989.
Rights and permissions
Copyright information
© 2005 Springer-Verlag London Limited
About this chapter
Cite this chapter
(2005). Optimal Controls on Finite and Infinite Horizons: A Review. In: Receding Horizon Control. Advanced Textbooks in Control and Signal Processing. Springer, London. https://doi.org/10.1007/1-84628-017-6_2
Download citation
DOI: https://doi.org/10.1007/1-84628-017-6_2
Publisher Name: Springer, London
Print ISBN: 978-1-84628-024-5
Online ISBN: 978-1-84628-017-7
eBook Packages: EngineeringEngineering (R0)