Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability)

Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability)

Editorial Reviews
Book Description
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.

Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability),Wendell Helms Fleming,Springer,0387901558,Applied,Control theory,Diffusion processes,Linear Programming,Markov processes,Mathematical optimization,Mathematics,Robotics,Science/Mathematics,Technology & Industrial Arts,Diffusionsprozess (Statistik),Mathematics / Applied,Mathematics-Applied,Mathematics-Linear Programming,Optimal Control,Optimale Regelung,Stochastics,Technology / Robotics

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