Based on the results of over 10 years of research and development by
the authors, this book presents a broad cross section of dynamic
programming (DP) techniques applied to the optimization of dynamical
systems. The intention of the research effort was to develop a robust
path planning/trajectory optimization tool that did not require an
initial guess, partially met with a combination of DP and homotopy
algorithms. DP algorithms are presented here with a theoretical
development, and their successful application to a variety of practical
engineering problems is emphasized. The organization of the book
enables the reader to use DP algorithms before thoroughly comprehending
the full theoretical development. Moreover, the applications of DP
algorithms are easily adapted to the reader's own interests and
problems. Illustrative examples that surround linear systems
applications gradually introduce DP algorithm development, while design
steps applied to case studies illustrate the ideas and principles
behind DP algorithms.