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Lectures on the Calculus of Variations and Optimal Control Theory
 
Lectures on the Calculus of Variations and Optimal Control Theory
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Hardcover ISBN:  978-0-8218-2690-4
Product Code:  CHEL/304.H
List Price: $69.00
MAA Member Price: $62.10
AMS Member Price: $62.10
Lectures on the Calculus of Variations and Optimal Control Theory
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Lectures on the Calculus of Variations and Optimal Control Theory
AMS Chelsea Publishing: An Imprint of the American Mathematical Society
Hardcover ISBN:  978-0-8218-2690-4
Product Code:  CHEL/304.H
List Price: $69.00
MAA Member Price: $62.10
AMS Member Price: $62.10
  • Book Details
     
     
    AMS Chelsea Publishing
    Volume: 3041969; 337 pp
    MSC: Primary 49

    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.

    Readership

    Graduate students and research mathematicians interested in calculus of variations and optimal control.

  • Reviews
     
     
    • The appearance of this book is one of the most exciting events for friends of the Calculus of Variations since the publication of Carathéodory's classic in 1935 on the calculus of variations and partial differential equations of first order. The author ... gives here a very lively, greatly stimulating, and highly personalized account of the calculus of variations and optimal control theory ... In his many refreshing asides, the author not only puts ideas and techniques into their historic perspective, but also succeeds in making men, who for many of us are merely revered names, come alive through skillful selection of quotes and descriptions of their interaction with each other and the subject matter at hand ... A beautiful book ... that is bound to stimulate many mathematicians and students of mathematics.

      MAA Monthly
    • A considerable number of heretofore unpublished results developed by the author are found ... The book is an important contribution to the calculus of variations and optimal control theory. It is most appropriate that the theory of generalized curves should be presented ... by its founder. The book is well written with an unusual and lively style. It is filled with historical remarks and with comments which enlarge one's outlook on the role of mathematics and mathematicians in our society ... This book should be mastered by anyone who wishes to become an expert in this field.

      Mathematical Reviews
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 3041969; 337 pp
MSC: Primary 49

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.

Readership

Graduate students and research mathematicians interested in calculus of variations and optimal control.

  • The appearance of this book is one of the most exciting events for friends of the Calculus of Variations since the publication of Carathéodory's classic in 1935 on the calculus of variations and partial differential equations of first order. The author ... gives here a very lively, greatly stimulating, and highly personalized account of the calculus of variations and optimal control theory ... In his many refreshing asides, the author not only puts ideas and techniques into their historic perspective, but also succeeds in making men, who for many of us are merely revered names, come alive through skillful selection of quotes and descriptions of their interaction with each other and the subject matter at hand ... A beautiful book ... that is bound to stimulate many mathematicians and students of mathematics.

    MAA Monthly
  • A considerable number of heretofore unpublished results developed by the author are found ... The book is an important contribution to the calculus of variations and optimal control theory. It is most appropriate that the theory of generalized curves should be presented ... by its founder. The book is well written with an unusual and lively style. It is filled with historical remarks and with comments which enlarge one's outlook on the role of mathematics and mathematicians in our society ... This book should be mastered by anyone who wishes to become an expert in this field.

    Mathematical Reviews
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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