Deterministic and stochastic optimal control
Wendell H. Fleming, Raymond W. Rishel.
Berlin ; New York : Springer-Verlag, 1975.
222 págs. : ilustraciones ; 24 cm.
Serie: Applications of mathematics ; 1
ISBN: 0387901558
Incluye referencias bibliográficas (p. [213]-220) e índice.
Reseña: MathSciNet, 56 #13016
Contenido
- 1. The Simplest Problem in Calculus of Variations
- 2. The Optimal Control Problem
- 3. Existence and Continuity Properties of Optimal Controls
- 4. Dynamic Programming
- 5. Stochastic Differential Equations and Markov Diffusion Processes
- 6. Optimal Control of Markov Diffusion Processes.