Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1)
Fleming, Wendell H.; Rishel, Raymond W.
ISBN 10: 0387901558 ISBN 13: 9780387901558
Published by Springer, 1975
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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...
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Title: Deterministic and Stochastic Optimal Control...
Publisher: Springer
Publication Date: 1975
Binding: Hardcover
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Deterministic and Stochastic Optimal Control
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Springer-Verlag New York Inc., 1975
ISBN 10: 0387901558
ISBN 13: 9780387901558
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