1 Introduction. - 1. 1 Optimal control problems. - 1. 2 Minimum entropy control. - 1. 3 The maximum entropy principle. - 1. 4 Extensions to time-varying systems. - 1. 5 Organization of the book. - 2 Preliminaries. - 2. 1 Discrete-time time-varying systems. - 2. 2 State-space realizations. - 2. 3 Time-reverse systems. - 3 Induced Operator Norms. - 3. 1 Characterizations of the induced norm. - 3. 2 Time-varying hybrid systems. - 3. 3 Computational issues. - 4 Discrete-Time Entropy. - 4. 1 Entropy of a discrete-time time-varying system. - 4. 2 Properties. - 4. 3 Entropy and information theory. - 4. 4 Entropy of an anti-causal system. - 4. 5 Entropy and the W-transform. - 4. 6 Entropy of a non-linear system. - 5 Connections With Related Optimal Control Problems. - 5. 1 Relationship with H?control. - 5. 2 Relationship with H2 control. - 5. 3 Average cost functions. - 5. 4 Time-varying risk-sensitive control. - 5. 5 Problems defined on a finite horizon. - 6 Minimum Entropy Control. - 6. 1 Problem statement. - 6. 2 Basic results. - 6. 3 Full information. - 6. 4 Full control. - 6. 5 Disturbance feedforward. - 6. 6 Output estimation. - 6. 7 Output feedback. - 6. 8 Stability concepts. - 7 Continuous-Time Entropy. - 7. 1 Classes of systems considered. - 7. 2 Entropy of a continuous-time time-varying system. - 7. 3 Properties. - 7. 4 Connections with related optimal control problems. - 7. 5 Minimum entropy control. - A Proof of Theorem 6. 5. - B Proof of Theorem 7. 21. - Notation. Language: English