Analysis and Optimization of Systems


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INRIA, Institut National de Recherche en Informatique et en Automatique







Optimization of Discrete Time Systems


Book Description

In the present book we present a new approach to deal with the control problems (specifically, the discrete time ones) which indicates the possibility of exposing the fundamental theorems not only from control theory, but also from adjoining areas of mathematical programming. But further it provides a convenient base for formulating new and fundamental results, in this book exemplified by the theorem of the Nonlinear Maximum Principle. We call the approach the Upper Boundary Approach. While thus the book sketches some promising perspectives and documents a number of new results, it does so, we admit, in a preliminary form. Rather than elaborating on presentation, we gave priority to the quick communication of the results. The reader will hopefully agree with us in the strategy chosen!







Time Series and Linear Systems


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Stochastic Optimization


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