Deterministic and stochastic optimal control. Applications of mathematics; Bd. 1.

Fleming, Wendell H.; Rishel, Raymond W.

ISBN 10: 3540901558 / ISBN 13: 9783540901556

Published by New York, Springer, 1975

About this Item

Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-02599 3540901558 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2488469

Bibliographic Details

Title: Deterministic and stochastic optimal control...

Publisher: New York, Springer

Publication Date: 1975

Binding: Hardcover

About this title

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.