Optimal control

Gajić, ZoranLim, Myo-Taeg ; Lim, Myo-Taeg ; Lim, Myo-Taeg ; Su, Wu-Chung ; Su, Wu-Chung ; Su, Wu-Chung - - Boca Raton : CRC Press - 2009
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Introduction -- Linear weakly coupled control systems -- Quasi-Weakly coupled linear control systems -- Weakly coupled singularly perturbed systems -- Decoupling transformation, lyapunov equation, and boundary value problem -- Stochastic Linear Weakly Coupled Systems -- Nash differential games -- Finite time optimal control via hamiltonian method -- Hamiltonian method for steady state optimal control and filtering -- Eigenvector method for the hamiltonian approach -- Optimal control of bilinear weakly coupled systems.