Rishel, Deterministic and Stochastic Optimal Con- trol, Springer-Verlag, Berlin, Heidelberg, New York (1975).Fleming, W.H., Richel R.W., 1975. Deterministic and stochastic optimal control. Springer-verlag, Berlin, New York.W. H. Fleming and R. W. Rishel. Deterministic and Stochastic ...
Deterministic and stochastic optimal control 来自 Elsevier 喜欢 0 阅读量: 351 作者: GC Rota 摘要: 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 ...
In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and ...
Deterministic and Stochastic Optimal Control 电子书 读后感 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 评分☆☆☆ 类似图书 点击查看全场最低价 出版者:Springer 作者:Fleming, Wendell Helms 出品人: 页数:222 译者: 出版时间:1982-10-18 价格:$129.00 装帧:Hardcover...
Deterministic and stochastic optimal control.Energy detection of unknown deterministic signalsNetwork calculus: a theory of deterministic queuing systems for the internetOptimization and Approximation in Deterministic Sequencing and Scheduling: a SurveyThe swarm and the queen: towards a deterministic and ...
Deterministic and stochastic optimal control. Energy detection of unknown deterministic signals Network calculus: a theory of deterministic queuing systems for the internet Optimization and Approximation in Deterministic Sequencing and Scheduling: a Survey ...
This book presents optimal synthesis methods based on dynamic programming for both stochastic and deterministic systems. Design methods are usually based on the frequency domain or on the linear quadratic regulator. The author advocates the use of Bellman's equation for design. This leads to exact ...
Foundations of deterministic and stochastic control This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in li... None - 《Control Systems IEEE》 被引量: 47发表: 2002年 Optimization and invariance of lin...
Stochastic optimal control of delay equations arising in advertising models infinite dimensional stochastic control problem to which we associate, through the dynamic programming principle, a second order Hamilton-Jacobi-Bellman equation... F Gozzi,C Marinelli...