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Perturbation Methods in Optimal Control (Modern Applied Mathematics Series) - Hardcover

 
9780471919940: Perturbation Methods in Optimal Control (Modern Applied Mathematics Series)

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Synopsis

Describes, analyzes, and generalizes the principal results concerning perturbation methods in optimal control for systems governed by deterministic or stochastic differential equations. Covers the most important theorems in deterministic and stochastic optimal control, the theory of ergodic control, and the use of control, including regular perturbations and singular perturbations.

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