A Course on Optimal Control--最优控制课程

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Springer Undergraduate Texts

in Mathematics and Technology

A Course on

Optimal Control

Gjerrit Meinsma

Arjan van der Schaft

Springer Undergraduate Texts

in Mathematics and Technology

Series Editors

Helge Holden, Department of Mathematical Sciences, Norwegian University

of Science and Technology, Trondheim, Norway

Keri A. Kornelson, Department of Mathematics, University of Oklahoma,

Norman, OK, USA

Editorial Board

Lisa Goldberg, Department of Statistics, University of California, Berkeley,

Berkeley, CA, USA

Armin Iske, Department of Mathematics, University of Hamburg, Hamburg,

Germany

Palle E.T. Jorgensen, Department of Mathematics, University of Iowa, Iowa

City, IA, USA

Springer Undergraduate Texts in Mathematics and Technology (SUMAT)

publishes textbooks aimed primarily at the undergraduate. Each text is

designed principally for students who are considering careers either in the

mathematical sciences or in technology-based areas such as engineering,

ﬁnance, information technology and computer science, bioscience and

medicine, optimization or industry. Texts aim to be accessible introductions

to a wide range of core mathematical disciplines and their practical,

real-world applications; and are fashioned both for course use and for

independent study.

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摘要：

这是一门系统深入的最优控制课程（A Course on Optimal Control），涵盖最优控制理论的核心概念与经典方法，包括变分法、庞特里亚金极值原理、动态规划及线性二次型调节器（LQR）等内容。课程内容从基础理论出发，逐步深入至实际应用场景，适用于控制工程、航空航天、机器人学、经济学等领域学习者。通过本课程，学员将掌握如何构建最优控制问题、推导最优条件及实现数值求解方法，从而具备解决复杂动态系统优化问题的能力。本课程兼顾数学严谨性与工程实践性，适合研究生、高年级本科生及工程师自学或教学

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