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Deterministic and Stochastic Optimal Control
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Deterministic and Stochastic Optimal Control
Deterministic and Stochastic Optimal Control
WF
Wendell Fleming
Wendell Fleming
RR
Raymond Rishel
Raymond Rishel
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1 January 1975
book
Published by
Springer Nature
https://doi.org/10.1007/978-1-4612-6380-7
Abstract
No abstract available
Keywords
BROWNIAN MOTION
CALCULUS OF VARIATIONS
DIFFUSIONSPROZESS (STATISTIK)
MARKOV PROCESS
OPTIMAL CONTROL
OPTIMALE REGELUNG
CONTINUOUS STOCHASTIC PROCESS
DIFFUSION PROCESS
LINEAR OPTIMIZATION
NONLINEAR OPTIMIZATION
STOCHASTIC PROCESS
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