Deterministic and Stochastic Optimal Control

by Wendell H. Fleming

Book Overview

This book may be regarded as consisting of two parts. In Chapters I-IV we pre- sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary...

• Format: Paperback
• Language: English
• ISBN: 1461263824
• ISBN13: 9781461263821
• Release Date: February 2012
• Publisher: Springer
• Length: 222 Pages
• Weight: 0.74 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"