Deterministic and Stochastic Optimal Control / Najlacnejšie knihy
Deterministic and Stochastic Optimal Control

Code: 02174447

Deterministic and Stochastic Optimal Control

by Wendell H. Fleming, Raymond W. Rishel

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 othe ... more

209.30 €


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Book synopsis

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.

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Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

209.30 €

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