Deterministic and Stochastic Optimal Control

Deterministic and Stochastic Optimal Control

1975 | Wendell H. Fleming, Raymond W. Rishel
This section of the article provides an overview of the editorial and advisory boards for the "Applications of Mathematics" series, as well as a list of selected books published in this series. The series covers a range of topics in mathematics, including linear multivariable control, Brownian motion, optimization methods, stochastic filtering theory, controlled diffusion processes, and statistical estimation. The section also includes details about a specific book titled "Deterministic and Stochastic Optimal Control" by Wendell H. Fleming and Raymond W. Rishel, published by Springer-Verlag in 1975. The book is divided into two parts: the first part covers deterministic optimal control theory, and the second part introduces stochastic optimal control for Markov diffusion processes. The preface provides an overview of the content and structure of the book, along with acknowledgments and thanks to contributors and supporters. The contents section lists the chapters and appendices, detailing the topics covered in each chapter.This section of the article provides an overview of the editorial and advisory boards for the "Applications of Mathematics" series, as well as a list of selected books published in this series. The series covers a range of topics in mathematics, including linear multivariable control, Brownian motion, optimization methods, stochastic filtering theory, controlled diffusion processes, and statistical estimation. The section also includes details about a specific book titled "Deterministic and Stochastic Optimal Control" by Wendell H. Fleming and Raymond W. Rishel, published by Springer-Verlag in 1975. The book is divided into two parts: the first part covers deterministic optimal control theory, and the second part introduces stochastic optimal control for Markov diffusion processes. The preface provides an overview of the content and structure of the book, along with acknowledgments and thanks to contributors and supporters. The contents section lists the chapters and appendices, detailing the topics covered in each chapter.
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[slides and audio] Deterministic and Stochastic Optimal Control