Preface | p. xi |

Static Optimization | p. 1 |

Optimization without Constraints | p. 1 |

Optimization with Equality Constraints | p. 4 |

Numerical Solution Methods | p. 15 |

Problems | p. 15 |

Optimal Control of Discrete-Time Systems | p. 19 |

Solution of the General Discrete-Time Optimization Problem | p. 19 |

Discrete-Time Linear Quadratic Regulator | p. 32 |

Digital Control of Continuous-Time Systems | p. 53 |

Steady-State Closed-Loop Control and Suboptimal Feedback | p. 65 |

Frequency-Domain Results | p. 96 |

Problems | p. 102 |

Optimal Control of Continuous-Time Systems | p. 110 |

The Calculus of Variations | p. 110 |

Solution of the General Continuous-Time Optimization Problem | p. 112 |

Continuous-Time Linear Quadratic Regulator | p. 135 |

Steady-State Closed-Loop Control and Suboptimal Feedback | p. 154 |

Frequency-Domain Results | p. 164 |

Problems | p. 167 |

The Tracking Problem and Other LQR Extensions | p. 177 |

The Tracking Problem | p. 177 |

Regulator with Function of Final State Fixed | p. 183 |

Second-Order Variations in the Performance Index | p. 185 |

The Discrete-Time Tracking Problem | p. 190 |

Discrete Regulator with Function of Final State Fixed | p. 199 |

Discrete Second-Order Variations in the Performance Index | p. 206 |

Problems | p. 211 |

Final-Time-Free and Constrained Input Control | p. 213 |

Final-Time-Free Problems | p. 213 |

Constrained Input Problems | p. 232 |

Problems | p. 257 |

Dynamic Programming | p. 260 |

Bellman's Principle of Optimality | p. 260 |

Discrete-Time Systems | p. 263 |

Continuous-Time Systems | p. 271 |

Problems | p. 283 |

Optimal Control for Polynomial Systems | p. 287 |

Discrete Linear Quadratic Regulator | p. 287 |

Digital Control of Continuous-Time Systems | p. 292 |

Problems | p. 295 |

Output Feedback and Structured Control | p. 297 |

Linear Quadratic Regulator with Output Feedback | p. 297 |

Tracking a Reference Input | p. 313 |

Tracking by Regulator Redesign | p. 327 |

Command-Generator Tracker | p. 331 |

Explicit Model-Following Design | p. 338 |

Output Feedback in Game Theory and Decentralized Control | p. 343 |

Problems | p. 351 |

Robustness and Multivariable Frequency-Domain Techniques | p. 355 |

Introduction | p. 355 |

Multivariable Frequency-Domain Analysis | p. 357 |

Robust Output-Feedback Design | p. 380 |

Observers and the Kalman Filter | p. 383 |

LQG/Loop-Transfer Recovery | p. 408 |

H∞ DESIGN | p. 430 |

Problems | p. 435 |

Differential Games | p. 438 |

Optimal Control Derived Using Pontryagin's Minimum Principle and the Bellman Equation | p. 439 |

Two-player Zero-sum Games | p. 444 |

Application of Zero-sum Games to H∞ Control | p. 450 |

Multiplayer Non-zero-sum Games | p. 453 |

Reinforcement Learning and Optimal Adaptive Control | p. 461 |

Reinforcement Learning | p. 462 |

Markov Decision Processes | p. 464 |

Policy Evaluation and Policy Improvement | p. 474 |

Temporal Difference Learning and Optimal Adaptive Control | p. 489 |

Optimal Adaptive Control for Discrete-time Systems | p. 490 |

Integral Reinforcement Learning for Optimal Adaptive Control of Continuous-time Systems | p. 503 |

Synchronous Optimal Adaptive Control for Continuous-time Systems | p. 513 |

Review of Matrix Algebra | p. 518 |

Basic Definitions and Facts | p. 518 |

Partitioned Matrices | p. 519 |

Quadratic Forms and Definiteness | p. 521 |

Matrix Calculus | p. 523 |

The Generalized Eigenvalue Problem | p. 525 |

References | p. 527 |

Index | p. 535 |

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