Deterministic and stochastic optical control/ Wendell H. Fleming and Raymond W. Rishel
Material type:![Text](/opac-tmpl/lib/famfamfam/BK.png)
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.
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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Central Library, Sikkim University General Book Section | 519.22 FLE/D (Browse shelf(Opens below)) | Available | P25215 |
Total holds: 0
Browsing Central Library, Sikkim University shelves, Shelving location: General Book Section Close shelf browser (Hides shelf browser)
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519.2 ROS/I Introduction to probability models/ | 519.2 ROS/I Introduction to probability models/ | 519.22 BEN/O Option theory with stochastic analysis :/ | 519.22 FLE/D Deterministic and stochastic optical control/ | 519.22 KUS/S Stochastic approximation and recursive algorithms and applications/ | 519.23 CAO/S Stochastic Learning and Optimization/ | 519.23 JAC/ Limits theorems for stochastic processes/ |
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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