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Deterministic and Stochastic Optimal Control

Language EnglishEnglish
Book Hardback
Book Deterministic and Stochastic Optimal Control Wendell H. Fleming
Libristo code: 01383473
Publishers Springer, Berlin, November 1975
The first part of this book presents the essential topics for an introduction to deterministic optim... Full description
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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.

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About the book

Full name Deterministic and Stochastic Optimal Control
Author Wendell H. Fleming, Raymond W. Rishel
Language English
Binding Book - Hardback
Date of issue 1975
Number of pages 222
EAN 9780387901558
ISBN 0387901558
Libristo code 01383473
Publishers Springer, Berlin
Weight 515
Dimensions 164 x 240 x 19

Categories

Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Automatic control engineering > Robotics
Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus of variations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Mathematics > Optimization
Lifestyle, Hobbies & Leisure > Gardening
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