Deterministic and stochastic optimal control. Applications of mathematics; 1

Fleming, Wendell Helms:

ISBN 10: 3540901558 / ISBN 13: 9783540901556

Published by Berlin, Springer, 1986

About this Item

222 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. K00848 3540901558 Sprache: Englisch Gewicht in Gramm: 550.

Seller Inventory # 2516604

Bibliographic Details

• Title: Deterministic and stochastic optimal control. Applications of mathematics; 1
• Publisher: Berlin, Springer
• Publication Date: 1986
• Language: English
• ISBN 10: 3540901558
• ISBN 13: 9783540901556
• Binding: Hardcover
• Edition: 3. print.
• Seller catalogs:
  • AA Varia

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.