Deterministic and Stochastic Optimal Control

Deterministic and Stochastic Optimal Control

《Deterministic and Stochastic Optimal Control》是Springer出版的圖書,作者是Fleming, Wendell Helms,Raymond W. Rishel

基本介紹

  • ISBN:9780387901558
  • 作者:Fleming, Wendell Helms、Raymond W. Rishel
  • 出版社:Springer
  • 出版時間:1982年10月18日
  • 頁數:222
  • 定價:$129.00
  • 裝幀:Hardcover
內容簡介
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. Wendell H. Fleming Professor Emeritus Division of Applied Mathematics Brown University

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