Pub Date: November 12, 1980
Dewey: 629.8312
LCCN: 79026631
Lexile Code: 0000
Target Age Group: NA to NA
Physical Info: 0.75" H x 9.21" L x 6.14" W ( 1.39 lbs) 308 pages
BISAC Categories:
Technology and Engineering | Robotics | Mathematics | Probability and Statistics | General | Applied | Science | System Theory
Description:
This book covers the optimal control of solutions of fully observable Ito-type stochastic differential equations. It proves the validity of the Bellman differential equation for payoff functions and develops rules for optimal control strategies.