Code: 02174447

Deterministic and Stochastic Optimal Control

Name: Deterministic and Stochastic Optimal Control
Brand: Springer, Berlin
SKU: 02174447
Price: 174.67 EUR
Availability: InStock
Author: Wendell H. Fleming
ISBN: 9781461263821

by Wendell H. Fleming, Raymond W. Rishel

Language: English
Binding: Paperback
Number of pages: 222
Publisher: Springer, Berlin, 2012
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Book 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.