Perturbation methods in optimal control
By: Alain Bensoussan ; [translated by C. Tomson].
Series: Wiley/Gauthier-Villars series in modern applied mathematics
Publisher: Gauthier-Villars; Wiley
Published: 1988
Place of publication: Paris; Chichester; New York
Language: eng
Number of pages: 573
Subjects: Control theory.; Perturbation (Mathematics); Mathematical optimization.
Description: " ... the purpose of this book is to describe and analyse (and to some extent generalise) the principal results, scattered in the literature, concerning perturbation methods in optimal control for systems that are governed by deterministic or stochastic differential equations."--Preface.
Notes: Bibliography: p. [567]-573.