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Deterministic and stochastic optical control/ Wendell H. Fleming and Raymond W. Rishel

By: Fleming, WendellContributor(s): Rishel, Raymond WMaterial type: Text

TextSeries: (Applications of mathematics)Publication details: New York: Springer, 1975Description: 222 p. : ill. ; 24 cmISBN: 0387901558Subject(s): Markov processes | Mathematical optimization | Control theory | Diffusion processesDDC classification: 519.22

Contents:

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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	519.22 FLE/D (Browse shelf(Opens below))	Available		P25215

Total holds: 0

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.

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