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