The study of natural and social phemomena indicates that the future development of many processes depends not only on their present state, but also on their history. Such processes can be described mathematically by using the machinery of equations with aftereffect. This book is a comprehensive, up-to-date presentation of control theory for hereditary systems of various types. Topics covered include background of the theory of hereditary equations, their applications in modeling real phenomena, optimal control of deterministic and stochastic systems, optimal estimation of systems with delay, and optimal control with uncertainties. The exposition is illustrated by examples, figures, and tables.
Elements of the theory of systems with aftereffect The dynamic programming method Optimality conditions for deterministic systems with aftereffect Investigation of self-adjusting systems with reference model Optimal control of stochastic systems Optimal control of systems defined by stochastic integro-functional equations Optimal estimation Optimal control with incomplete data Bibliography.