沃新书屋 - Deterministic and Stochastic Optimal Control - 作者:Fleming, Wendell Helms

Fleming, Wendell Helms

人物简介:

Wendell H. Fleming Professor Emeritus Division of Applied Mathematics Brown University

Deterministic and Stochastic Optimal Control书籍相关信息


内容简介:

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.