ouvrage

Determining and stochastic optimal control

W. Fleming ; R. Rishel | London [GBR] : Springer | 1975

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ouvrage

Deterministic and stochastic optimal control

W. Fleming ; R. Rishel | London [GBR] : Springer | Applications of mathematics, ISSN 0862-7940 | 1975

The simplest probelm in calculus of variations. The optimal control problem. Existence and continuity properties of optimal controls. Dynamic programming. Stochastic differential equations and Marlov diffusion processes. Optimal control of Marko[...]

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