Fleming, Wendell <br/><br/>
Deterministic and stochastic optical control/ 
Wendell H. Fleming and Raymond W. Rishel 
 - New York:  Springer,  1975. 
 - 222 p. :  ill. ;  24 cm. 
 - (Applications of mathematics) .
<br/><br/>The simplest problem in calculus of variations --<br/>The optimal control problem --<br/>Existence and continuity properties of optimal controls --<br/>Dynamic programming --<br/>Stochastic differential equations and Markov diffusion processes --<br/>Optimal control of Markov diffusion processes. 
<br/><br/><label>ISBN: </label>0387901558 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Markov processes<br/>Mathematical optimization<br/>Control theory<br/>Diffusion processes
<br/><br/><label>Dewey Class. No.: </label>519.22  / FLE/D