Deterministic and Stochastic Optimal Control (Applications of Mathematics. Stochastic Modelling and Applied Probability Vol. 1)

Fleming, Wendell H., Rishel, Raymond W.

ISBN 10: 3540901558 / ISBN 13: 9783540901556

Published by Springer-Verlag Berlin Heidelberg, 1998

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Bibliographic Details

Title: Deterministic and Stochastic Optimal Control...

Publisher: Springer-Verlag Berlin Heidelberg

Publication Date: 1998

Binding: hardcover

Condition: Very Good

Book Type: book

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Synopsis:

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 principle.