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.
|The Simplest Problem in Calculus of Variations|
|The Optimal Control Problem|
|Existence and Continuity Properties of Optimal Controls|
|Stochastic Differential Equations and Markov Diffusion Processes|
|Optimal Control of Markov Diffusion Processes|
|Table of Contents provided by Publisher. All Rights Reserved.|
Series: Stochastic Modelling and Applied Probability
Number Of Pages: 222
Published: 18th October 1982
Publisher: Springer-Verlag New York Inc.
Country of Publication: US
Dimensions (cm): 23.5 x 15.88 x 1.91
Weight (kg): 0.5