An introduction to optimal control theory : the dynamic programming approach

An introduction to optimal control theory : the dynamic programming approach / Onésimo Hernández-Lerma, Leonardo Ramiro Laura-Guarachi, Saúl Mendoza-Palacios, David González-Sánchez.

This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science,...

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Bibliographic Details
Main Authors: Hernández-Lerma, O. (Onésimo) (Author), Laura-Guarachi, Leonardo Ramiro (Author), Mendoza Palacios, Saúl (Author), González-Sánchez, David (Author)
Format: eBook
Language:English
Published: Cham : Springer, 2023.
Series:Texts in applied mathematics ; v. 76.
Subjects:
Control theory.
Mathematical optimization.
Stochastic processes.
Control theory
Mathematical optimization
Stochastic processes
Online Access:Click for online access
Table of Contents:
  • Introduction: optimal control problems-. Discrete-time deterministic systems
  • Discrete-time stochastic control systems
  • Continuous-time deterministic systems
  • Continuous-time Markov control processes
  • Controlled diffusion processes
  • Appendices
  • Bibliography
  • Index.

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