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Deterministic and Stochastic Optimal Control

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Cover of 'Deterministic and Stochastic Optimal Control'

Table of Contents

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    Book Overview
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    Chapter 1 The Simplest Problem in Calculus of Variations
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    Chapter 2 The Optimal Control Problem
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    Chapter 3 Existence and Continuity Properties of Optimal Controls
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    Chapter 4 Dynamic Programming
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    Chapter 5 Stochastic Differential Equations and Markov Diffusion Processes
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    Chapter 6 Optimal Control of Markov Diffusion Processes
Attention for Chapter 5: Stochastic Differential Equations and Markov Diffusion Processes
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