Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability)

Fleming, Wendell Helms

ISBN 10: 0387901558 ISBN 13: 9780387901558

Published by Springer, 2005

Language: English

Condition: Used - As new Hardcover

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Bibliographic Details

Title: Deterministic and Stochastic Optimal Control...

Publisher: Springer

Publication Date: 2005

Binding: Hardcover

Condition: Like New

Book Type: book

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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,...

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