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Deterministic and Stochastic Optimal Control : Stochastic Modelling and Applied Probability - Wendell H. Fleming

Deterministic and Stochastic Optimal Control

Stochastic Modelling and Applied Probability

Hardcover

Published: 18th October 1982
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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.

The Simplest Problem in Calculus of Variations
The Optimal Control Problem
Existence and Continuity Properties of Optimal Controls
Dynamic Programming
Stochastic Differential Equations and Markov Diffusion Processes
Optimal Control of Markov Diffusion Processes
Appendices
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780387901558
ISBN-10: 0387901558
Series: Stochastic Modelling and Applied Probability
Audience: Professional
Format: Hardcover
Language: English
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