FLEMING RISHEL DETERMINISTIC STOCHASTIC OPTIMAL CONTROL PDF

About this book Introduction This book may be regarded as consisting of two parts. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter.

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