Deterministic and Stochastic Optimal Control /

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 includes two other topics important for applications, namely, the solution to the stoch...

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Bibliographic Details

Main Author:	Fleming, Wendell
Corporate Author:	SpringerLink (Online service)
Other Authors:	Rishel, Raymond
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1975.
Series:	Applications of mathematics ; 1.
Subjects:	Mathematics. System theory. Mathematical optimization. Electronic books.
Online Access:	Connect to the full text of this electronic book