1 option
Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel.
Van Pelt Library QA402.3 .F527 1975
Available
- Format:
- Book
- Author/Creator:
- Fleming, Wendell H. (Wendell Helms), 1928-
- Rishel, Raymond W., author.
- Series:
- Applications of mathematics ; 1.
- Applications of mathematics ; 1
- Language:
- English
- Subjects (All):
- Control theory.
- Mathematical optimization.
- Markov processes.
- Diffusion processes.
- Physical Description:
- 222 pages : illustrations ; 24 cm.
- Place of Publication:
- Berlin ; New York : Springer-Verlag, 1975.
- 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 inlcudes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
- Notes:
- Includes index.
- Bibliography: pages [213]-220.
- ISBN:
- 0387901558
- OCLC:
- 1622365
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