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| Preface | |
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| Static Optimization | |
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| Optimization without Constraints | |
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| Optimization with Equality Constraints | |
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| Numerical Solution Methods | |
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| Problems | |
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| Optimal Control of Discrete-Time Systems | |
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| Solution of the General Discrete-Time Optimization Problem | |
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| Discrete-Time Linear Quadratic Regulator | |
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| Digital Control of Continuous-Time Systems | |
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| Steady-State Closed-Loop Control and Suboptimal Feedback | |
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| Frequency-Domain Results | |
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| Problems | |
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| Optimal Control of Continuous-Time Systems | |
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| The Calculus of Variations | |
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| Solution of the General Continuous-Time Optimization Problem | |
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| Continuous-Time Linear Quadratic Regulator | |
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| Steady-State Closed-Loop Control and Suboptimal Feedback | |
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| Frequency-Domain Results | |
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| Problems | |
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| The Tracking Problem and Other LQR Extensions | |
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| The Tracking Problem | |
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| Regulator with Function of Final State Fixed | |
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| Second-Order Variations in the Performance Index | |
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| The Discrete-Time Tracking Problem | |
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| Discrete Regulator with Function of Final State Fixed | |
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| Discrete Second-Order Variations in the Performance Index | |
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| Problems | |
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| Final-Time-Free and Constrained Input Control | |
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| Final-Time-Free Problems | |
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| Constrained Input Problems | |
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| Problems | |
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| Dynamic Programming | |
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| Bellman's Principle of Optimality | |
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| Discrete-Time Systems | |
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| Continuous-Time Systems | |
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| Problems | |
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| Optimal Control for Polynomial Systems | |
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| Discrete Linear Quadratic Regulator | |
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| Digital Control of Continuous-Time Systems | |
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| Problems | |
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| Output Feedback and Structured Control | |
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| Linear Quadratic Regulator with Output Feedback | |
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| Tracking a Reference Input | |
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| Tracking by Regulator Redesign | |
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| Command-Generator Tracker | |
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| Explicit Model-Following Design | |
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| Output Feedback in Game Theory and Decentralized Control | |
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| Problems | |
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| Robustness and Multivariable Frequency-Domain Techniques | |
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| Introduction | |
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| Multivariable Frequency-Domain Analysis | |
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| Robust Output-Feedback Design | |
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| Observers and the Kalman Filter | |
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| LQG/Loop-Transfer Recovery | |
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| H∞ DESIGN | |
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| Problems | |
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| Differential Games | |
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| Optimal Control Derived Using Pontryagin's Minimum Principle and the Bellman Equation | |
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| Two-player Zero-sum Games | |
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| Application of Zero-sum Games to H∞ Control | |
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| Multiplayer Non-zero-sum Games | |
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| Reinforcement Learning and Optimal Adaptive Control | |
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| Reinforcement Learning | |
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| Markov Decision Processes | |
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| Policy Evaluation and Policy Improvement | |
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| Temporal Difference Learning and Optimal Adaptive Control | |
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| Optimal Adaptive Control for Discrete-time Systems | |
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| Integral Reinforcement Learning for Optimal Adaptive Control of Continuous-time Systems | |
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| Synchronous Optimal Adaptive Control for Continuous-time Systems | |
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| Review of Matrix Algebra | |
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| Basic Definitions and Facts | |
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| Partitioned Matrices | |
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| Quadratic Forms and Definiteness | |
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| Matrix Calculus | |
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| The Generalized Eigenvalue Problem | |
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| References | |
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| Index | |