000 00375nam a2200145Ia 4500
999 _c170238
_d170238
020 _a0387901558
040 _cCUS
082 _a519.22
_bFLE/D
100 _aFleming, Wendell
245 0 _aDeterministic and stochastic optical control/
_cWendell H. Fleming and Raymond W. Rishel
260 _aNew York:
_bSpringer,
_c1975.
300 _a222 p. :
_bill. ;
_c24 cm.
440 _a(Applications of mathematics)
505 _aThe simplest problem in calculus of variations -- The optimal control problem -- Existence and continuity properties of optimal controls -- Dynamic programming -- Stochastic differential equations and Markov diffusion processes -- Optimal control of Markov diffusion processes.
650 _aMarkov processes
650 _aMathematical optimization
650 _aControl theory
650 _aDiffusion processes
700 _aRishel, Raymond W.
942 _cWB16