Deterministic and stochastic optimal control

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Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel

資料種別:

図書

出版情報:

Berlin ; New York : Springer-Verlag, c1975

形態:

222 p. ; 24 cm

シリーズ名:

Applications of mathematics ; 1 <BA00256802>

著者名:

ISBN:

9780387901558 [0387901558] (: us)
9783540901556 [3540901558] (: gw)

書誌ID:

BA03732596

子書誌情報

フルテキスト

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書誌詳細

注記:

Bibliography: p. [213]-220
Includes index

主題:

Control theory; Diffusion processes; Markov processes; Mathematical optimization

言語:

英語

目次情報:

The Simplest Problem in Calculus of Variations / 1：

The Optimal Control Problem / 2：

Existence and Continuity Properties of Optimal Controls / 3：

Dynamic Programming / 4：

Stochastic Differential Equations and Markov Diffusion Processes / 5：

Optimal Control of Markov Diffusion Processes / 6：

Appendices

The Simplest Problem in Calculus of Variations / 1：

The Optimal Control Problem / 2：

Existence and Continuity Properties of Optimal Controls / 3：

Dynamic Programming / 4：

Stochastic Differential Equations and Markov Diffusion Processes / 5：

Optimal Control of Markov Diffusion Processes / 6：

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