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