Optimal Control and Estimation

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
Language: en
Pages: 674

Optimal Control and Estimation

Authors: Robert F. Stengel
Categories: Mathematics
Type: BOOK - Published: 2012-10-16 - Publisher: Courier Corporation

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Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. "Invalua
Stochastic Controls
Language: en
Pages: 459

Stochastic Controls

Authors: Jiongmin Yong
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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
Stochastic Optimal Control and the U.S. Financial Debt Crisis
Language: en
Pages: 167

Stochastic Optimal Control and the U.S. Financial Debt Crisis

Authors: Jerome L. Stein
Categories: Business & Economics
Type: BOOK - Published: 2012-03-30 - Publisher: Springer Science & Business Media

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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
Deterministic and Stochastic Optimal Control
Language: en
Pages: 231

Deterministic and Stochastic Optimal Control

Authors: Wendell H. Fleming
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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
Stochastic Optimal Control in Infinite Dimension
Language: en
Pages: 928

Stochastic Optimal Control in Infinite Dimension

Authors: Giorgio Fabbri
Categories: Mathematics
Type: BOOK - Published: 2017-06-22 - Publisher: Springer

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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