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Deterministic and Stochastic Optimal Control

Language EnglishEnglish
Book Paperback
Book Deterministic and Stochastic Optimal Control Wendell H. Fleming
Libristo code: 02174447
Publishers Springer, Berlin, February 2012
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 - Paperback
Date of issue 2012
Number of pages 222
EAN 9781461263821
ISBN 1461263824
Libristo code 02174447
Publishers Springer, Berlin
Weight 367
Dimensions 157 x 238 x 14

Categories

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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