[PDF.55ej] Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability) (v. 1)

Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability) (v. 1)

[PDF.io04] Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability) (v. 1)

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 | #2724364 in Books |  1982-10-18 | Original language:English | PDF # 1 |  9.21 x.56 x6.14l,1.10 | File type: PDF | 222 pages

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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 optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for ...

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