Author : Alain Bensoussan
Publisher : Wiley
Page : 588 pages
File Size : 55,7 Mb
Release : 1988-06-23
Category : Mathematics
ISBN : 0471919942
Perturbation Methods in Optimal Control by Alain Bensoussan Pdf
Describes, analyzes, and generalizes the principal results concerning perturbation methods in optimal control for systems governed by deterministic or stochastic differential equations. Covers the most important theorems in deterministic and stochastic optimal control, the theory of ergodic control, and the use of control, including regular perturbations and singular perturbations.