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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability)
Deterministic and Stochastic Optimal Control - Stochastic Modelling and Applied Probability
Author: Wendell H. Fleming, Raymond W. Rishel
The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion processes. It also inlcudes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation princ...  more »
ISBN-13: 9780387901558
ISBN-10: 0387901558
Publication Date: 10/18/1982
Pages: 236
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
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