626015
9780387901558
Deterministic and Stochastic Optimal Control
by Fleming, Wendell H., Rishel, R. W.
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Product details
- ISBN-13: 9780387901558
- ISBN: 0387901558
- Publisher: Springer
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SUMMARY
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.Fleming, Wendell H. is the author of 'Deterministic and Stochastic Optimal Control' with ISBN 9780387901558 and ISBN 0387901558.
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