Deterministic and Stochastic Optimal Control
Publisher: Springer
Published: Feb 03, 2012
Format: paperback
Number of pages: 233
ISBN-13: 9781461263821
Description: The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion processes. It also inlcudes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
Notes: Source title: Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability (1))