This book introduces a variety of problem statements in classical optimal control, in optimal estimation and filtering, and in optimal control problems with n-scalar-valued performance criteria. Many example problems are solved completely in the body of the text. All chapter-end exercises are sketched in the appendix. The theoretical part of the book is based on the calculus of variations, so the exposition is very transparent and requires little mathematical rigor.
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG