Editorial Reviews
Review
This book provides a working knowledge of IDP with many worked out solutions for a wide range of problems. This is especially useful for graduate students and industrial practitioners because a strong background in mathematical techniques and chemical engineering is not essential for understanding this book. This book can be used in a university as a textbook at the level of seniors or first-year graduate students. Of course, this book is also suitable for academic researchers who need an alternative way to cross-validate their solutions to OCPs with their newly devised methods... It can be concluded that this text is a very good addition to the toolbox for numerical optimal control. It is expected that all engineers, graduate students, researchers who are involved in solving optimal control problems should know IDP - the new powerful OCP solution scheme.
-International Journal of Robust and Nonlinear Control, vol. 11, no. 14, December 15, 2001
Book Description
With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions. This book offers the first comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others along with the insight that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.
Iterative Dynamic Programming
Iterative Dynamic Programming,Rein Luus,Chapman & Hall/CRC,1584881488,Dynamic programming,General,Iterative methods (Mathematics,Iterative methods (Mathematics),Linear Programming,Mathematics,Numerical Analysis,Probability & Statistics - General,Programming - General,Science/Mathematics,Applied mathematics,Automatic control engineering,Computer Programming,Mathematical theory of computation,Mathematics / Applied
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