000 | 00375nam a2200145Ia 4500 | ||
---|---|---|---|
999 |
_c170238 _d170238 |
||
020 | _a0387901558 | ||
040 | _cCUS | ||
082 |
_a519.22 _bFLE/D |
||
100 | _aFleming, Wendell | ||
245 | 0 |
_aDeterministic and stochastic optical control/ _cWendell H. Fleming and Raymond W. Rishel |
|
260 |
_aNew York: _bSpringer, _c1975. |
||
300 |
_a222 p. : _bill. ; _c24 cm. |
||
440 | _a(Applications of mathematics) | ||
505 | _aThe 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. | ||
650 | _aMarkov processes | ||
650 | _aMathematical optimization | ||
650 | _aControl theory | ||
650 | _aDiffusion processes | ||
700 | _aRishel, Raymond W. | ||
942 | _cWB16 |