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Deterministic and Stochastic Optimal Control (Hardcover, 1st ed. 1975. Corr. 2nd printing 1982) Loot Price: R4,971
Discovery Miles 49 710
Repayment Terms: R466 pm x 12*
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Deterministic and Stochastic Optimal Control (Hardcover, 1st ed. 1975. Corr. 2nd printing 1982): Wendell H. Fleming, Raymond W....

Deterministic and Stochastic Optimal Control (Hardcover, 1st ed. 1975. Corr. 2nd printing 1982)

Wendell H. Fleming, Raymond W. Rishel

Series: Stochastic Modelling and Applied Probability, 1

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Loot Price R4,971 Discovery Miles 49 710 | Repayment Terms: R466 pm x 12*

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 1
Release date: October 1982
First published: November 1982
Authors: Wendell H. Fleming • Raymond W. Rishel
Dimensions: 235 x 155 x 19mm (L x W x T)
Format: Hardcover
Pages: 222
Edition: 1st ed. 1975. Corr. 2nd printing 1982
ISBN-13: 978-0-387-90155-8
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-90155-8
Barcode: 9780387901558

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