适合人群:Researchers in control theory, engineers, mathematicians, operations researchers, and graduate students in related fields interested in advanced optimization techniques and control systems analysis.
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.
Deterministic and Stochastic Optimal Control分类索引数据信息
ISBN:9780387901558
出版日期:1982-10-18 适合人群:Researchers in control theory, engineers, mathematicians, operations researchers, and graduate students in related fields interested in advanced optimization techniques and control systems analysis.