Deterministic and stochastic optical control/
Fleming, Wendell
Deterministic and stochastic optical control/ Wendell H. Fleming and Raymond W. Rishel - New York: Springer, 1975. - 222 p. : ill. ; 24 cm. - (Applications of mathematics) .
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.
0387901558
Markov processes
Mathematical optimization
Control theory
Diffusion processes
519.22 / FLE/D
Deterministic and stochastic optical control/ Wendell H. Fleming and Raymond W. Rishel - New York: Springer, 1975. - 222 p. : ill. ; 24 cm. - (Applications of mathematics) .
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.
0387901558
Markov processes
Mathematical optimization
Control theory
Diffusion processes
519.22 / FLE/D