Part I. Introduction.- Introductory Remarks.- Historical Perspective.- Outline of Contents.- Part II. Problem Statement.- Deterministic Systems.- Stochastic Systems.- General Problem.- Part III. The Direct Method Approach: Generalities.- General Approach.- Gradient and Integration Methods.- Representation Methods.- Part IV. Gradient and Integration Methods in Control Problems.- Computation of Gradients for ODE Problems.- Computation of Gradients for PDE Problems.- Integration Methods.- Part V. Representation Methods.- Ritz-Galerkin Expansion.- Karhunen-Loeve Expansion.- Lévy Processes.- Bibliography.- Index
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