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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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
1975.
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| Series: | Applications of mathematics ;
1. |
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 stochastic linear regulator and the separation principle. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (IX, 222 pages) |
| ISBN: | 9781461263807 (electronic bk.) 1461263808 (electronic bk.) |