The book combines an emphasis on deterministic models and methods along with an introduction to stochastic optimal control and stochastic differential games. And most important, the book covers both theory and applications. It develops the key results of deterministic, continuous time, optimal control theory from both the classical calculus of variations perspectives and the more modern approach of infinite dimensional mathematical programming. Infinite dimensional mathematical programming provides greater utility for solving continuous-time-differential-game problems.
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The book combines an emphasis on deterministic models and methods along with an introduction to stochastic optimal control and stochastic differential games. And most important, the book covers both theory and applications. It develops the key results of deterministic, continuous time, optimal control theory from both the classical calculus of variations perspectives and the more modern approach of infinite dimensional mathematical programming. Infinite dimensional mathematical programming provides greater utility for solving continuous-time-differential-game problems.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | International Series in Operations Research & Management Science, 135 |
Release date | September 2010 |
Availability | Expected to ship within 12 - 17 working days |
First published | October 2010 |
Authors | Terry L. Friesz |
Dimensions | 235 x 155 x 28mm (L x W x T) |
Format | Hardcover |
Pages | 502 |
Edition | 2010 ed. |
ISBN-13 | 978-0-387-72777-6 |
Barcode | 9780387727776 |
Categories | |
LSN | 0-387-72777-9 |