Deterministic and Stochastic Optimal Control: Stochastic Modelling and Applied Probability) (v. 1) 豆 0.0分

资源最后更新于 2020-11-21 02:19:36

作者：Fleming, Wendell Helms

出版社：Springer

出版日期：1982-01

ISBN：9780387901558

文件格式： pdf

标签： 数学 教材 投资 math Math MF

简介· · · · · ·

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 processes. It also inlcudes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.