Stochastic Optimal Control
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Optimal Control and Estimation
Author | : Robert F. Stengel |
Publisher | : Courier Corporation |
Total Pages | : 674 |
Release | : 2012-10-16 |
Genre | : Mathematics |
ISBN | : 0486134814 |
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Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invaluable as a reference for those already familiar with the subject." — Automatica.
Optimal Control and Estimation Related Books
Language: en
Pages: 674
Pages: 674
Type: BOOK - Published: 2012-10-16 - Publisher: Courier Corporation
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invalua
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Pages: 459
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As is well known, Pontryagin's maximum principle and Bellman's dynamic programming are the two principal and most commonly used approaches in solving stochastic
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Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process un
Language: en
Pages: 231
Pages: 231
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
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 optima
Language: en
Pages: 928
Pages: 928
Type: BOOK - Published: 2017-06-22 - Publisher: Springer
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in