Various general techniques have been developed for control and systems
problems, many of which involve indirect methods. Because these
indirect methods are not always effective, alternative approaches using
direct methods are of particular interest and relevance given the
advances of computing in recent years.
The focus of this book, unique in the literature, is on direct methods,
which are concerned with finding actual solutions to problems in control
and systems, often algorithmic in nature. Throughout the work,
deterministic and stochastic problems are examined from a unified
perspective and with considerable rigor. Emphasis is placed on the
theoretical basis of the methods and their potential utility in a broad
range of control and systems problems.
The book is an excellent reference for graduate students, researchers,
applied mathematicians, and control engineers and may be used as a
textbook for a graduate course or seminar on direct methods in control.