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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1) - Hardcover
Synopsis
This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
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Deterministic and Stochastic Optimal Control
Published by
Springer-Verlag New York Inc., 1975
ISBN 10: 0387901558
ISBN 13: 9780387901558
Used
Hardcover
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Hardback. Condition: Good. This book may be regarded as consisting of two parts. In Chapters I-IV we pre- sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters I, I, and IV deal with necessary conditions for an opti- mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro- gramming method, and depends on the intimate relationship between second- order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde- pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle. Seller Inventory # 00094853911
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Deterministic and Stochastic Optimal Control
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0387901558I3N00
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Deterministic and Stochastic Optimal Control
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G0387901558I3N00
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Deterministic and Stochastic Optimal Control
Published by
Springer-Verlag New York Inc., 1975
ISBN 10: 0387901558
ISBN 13: 9780387901558
Used
Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
Seller rating 4 out of 5 stars
Hardback. Condition: Good. This book may be regarded as consisting of two parts. In Chapters I-IV we pre- sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters I, I, and IV deal with necessary conditions for an opti- mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro- gramming method, and depends on the intimate relationship between second- order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde- pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle. Seller Inventory # CIN0387901558G
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Deterministic and Stochastic Optimal Control
Published by
Springer New York, 1975
ISBN 10: 0387901558
ISBN 13: 9780387901558
Used
Hardcover
First Edition
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. 1st Edition. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # GRP77966838
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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability) (v. 1)
Seller: Books From California, Simi Valley, CA, U.S.A.
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Hardcover. Condition: Good. Ex-library copy, with the usual markings/stickers/stamping present. Book & text block show general shelf & handling wear. Pages are slightly worn. Preliminary pages may have a few markings; otherwise, interiors are intact with unmarked text/pictures. Good reading copy! Seller Inventory # mon0004208853
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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1)
Seller: Book House in Dinkytown, IOBA, Minneapolis, MN, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. Good hardcover, without dust jacket, seemingly as issued, from a personal collection (NOT ex-library). Binding is tight, sturdy, and square. Corners of boards and ends of spine bumped. Sort of bumpy areas to boards, not sure how that came about. see our photo (uploaded within a week or so of listing). Age-toning to spine and extremities. Previous owner name blacked-out inside front cover, seemingly only one other marking, a brief pencil notation to page 213 (first page of bibliography). Foxing to page block and endpapers. Ships same or next day from Dinkytown, Minneapolis, Minnesota. Seller Inventory # 337681
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DETERMINISTIC AND STOCHASTIC OPTIMAL CONTROL
Published by
Springer Verlag New York, Inc, New York, Heidelberg, Berlin, 1986
ISBN 10: 0387901558
ISBN 13: 9780387901558
Used
Hardcover
Seller: Second Story Books, ABAA, Rockville, MD, U.S.A.
Seller rating 4 out of 5 stars
Hardcover. Third Printing. Octavo, 222 pages. In Very Good minus condition. Bound in the publisher's yellow cloth bearing black lettering to the spine. Boards have slight wear including sparse soiling and minor edge wear. Text block has slight wear including faint age toning to the edges and previous owner's name to the head/fore edges. Ex-library. Some highlights to the interior. Illustrated. Third printing. NOTE: Shelved in Column L. 1418080. FP New Rockville Stock. Seller Inventory # 1418080
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Deterministic and stochastic optimal control (Applications of mathematics, Vol.1)
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M00387901558-G
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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1)
Seller: Affordable Collectibles, Columbia, MO, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Only light wear. I found only 8 pages with highlights. Good solid used book. Seller Inventory # 26060112