Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1)
by Wendell H. Fleming, Raymond W. Rishel
A classic graduate-level treatment of deterministic and stochastic optimal control, covering theory and applications in applied mathematics and engineering.
About This Book
This book presents core principles of optimal control in both deterministic and stochastic settings.
It is part of the Stochastic Modelling and Applied Probability series.
The text is intended for graduate students and researchers in applied mathematics and engineering.
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