Control theory in physics and other fields of science. Concepts, tools, and applications (Q2276582)

This is a textbook on control theory and applications mainly dedicated to graduate students of physics, engineering, sciences and economics. The aim is to present the most useful theoretical concepts and techniques for understanding the ideas of control theory for physical systems. As it is emphasized in the book, the concepts and tools presented here are also relevant to a much larger class of problems in the natural sciences, the social sciences and in engineering. The subject is very well presented also from the historical point of view and many different interesting applications field are proposed. The central theme of this book is the control of special degrees of freedom as well as collective and cooperative properties in the behaviour of complex systems. The aim of control theory in presented in Chapter 1, together with all necessary notations. Chapter 2 is devoted to the deterministic control theory, i.e. the case where the dynamics of the system under control is completely defined by well-defined equations of motion and accurate initial conditions. The main topic is the maximum principle of Pontryagin, which allows us to separate the dynamic of systems under control in an optimization problem and a set of equations of motion. Chapter 3 focuses on a frequent class of control problems, the linear quadratic ones. In particular, stability of controlled systems and linear regulator problems, which are important for the control of technological devices, are discussed. The control of fields, another mainly physically motivated class of control problem, is discussed in Chapter 4, where the generalized Euler-Lagrange equations for the field control are formulated. Chaos control, controllability and observability are the key points of Chapter 5. This part is essentially addressed to dynamic systems with a moderate number of degrees of freedoms and therefore moderate degree of complexity. In principle, such systems are the link between the deterministic mechanical systems and the complex systems with a pronounced probabilistic character. In Chapter 6 the basis for the probabilistic description of the control of complex systems is formulated. The author pass here from deterministic processes to systems with partial information or several types of intrinsic uncertainties. An introduction to the basics on nonequilibrium physics and the probability theory necessary for the subsequent considerations are given. In Chapter 7 the basic equations for the open-loop and the feedback control of stochastically driven systems are derived. The extension of deterministic control principles to probabilistic concepts is presented. Chapter 8 contains an other important point of the stochastic control theory, the meaning of filters and predictors, which may be used to reconstruct at least partially, the real dynamics of the system from known historical observations. Applications of game theoretical concepts to control theory are proposed in Chapter 9, where the difference between deterministic and stochastic games, as well as several problems related to zero-sum games and the Nash equilibrium, are briefly analysed. The last chapter gives a short overview on some general ideas of optimization procedures. This is necessary because most control problems can be split into a set of evolution equations and a remaining optimization problem. A rich list of references (one for each chapter) and a useful analytic index are given.