
Foundations of optimal control theory
by E. B. Lee · first published 1967
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…differential equations: Michael Athans and Peter L. Falb, 'Optimal Control: An Introduction to the Theory and Its Applications', McGraw-Hill Book Company, New York, 1966. Also E. B. Lee and L. Markus, 'Foundations of Optimal Control Theory', ISBN 0471-52263-5, John Wiley & Sons, New York, 1967. Once in graduate school I got a reading course to give a lecture a week from Coddington and Levinson, Athans and Falb, and Lee and Markus. The…
on “Show HN: Differential Equations Explained” ↗…York. this has likely the easiest mathematical treatment of deterministic optimal control and also Kalman filtering and also the math needed for 'least action' in physics. For E. B. Lee and L. Markus, 'Foundations of Optimal Control Theory', ISBN 0471-52263-5, John Wiley & Sons, New York. this tried to be clean mathematically when it was written. At the beginning, should know some relatively advanced results in ordinary differential equations,…
on “The pitfalls of jargon and the damage it does to mathematics” ↗…New York.\ \ Dimitri P.\ Bertsekas and Steven E.\ Shreve, {\it Stochastic Optimal Control: The Discrete Time Case,\/} ISBN 0-12-093260-1, Academic Press, New York.\ \ E.\ B.\ Lee and L.\ Markus, {\it Foundations of Optimal Control Theory,\/} ISBN 0471-52263-5, John Wiley, New York,
on ““Dynamic programming” is not referring to “computer programming”” ↗…Hahn-Banach theorem. There may be more in L. S. Pontryagin, V. G. Boltyanskii, R. V. Gamkrelidze, and E. F. Mischenko, The Mathematical Theory of Optimal Processes. and in E. B. Lee and L. Markus, Foundations of Optimal Control Theory. and in Michael Athans and Peter L. Falb, Optimal Control: An Introduction to the Theory and Its Applications. At one time I was interested in such math as a way to say how best to climb, cruise, and…
on “The Mathematics of 2048: Optimal Play with Markov Decision Processes (2018)” ↗