Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Softcover

Book 61 of 65: Communications and Control Engineering

Cao, Xi-Ren

 
9783030418472: Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

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Synopsis

Chapter 1. Introduction.- Chapter 2. Optimal Control of Markov Processes: Infinite Horizon.- Chapter 3. Optimal Control of Diffusion Processes.- Chapter 4. Degenerate Diffusion Processes.- Chapter 5. Multi-Dimensional Diffusion Processes.- Chapter 6. Performance-Derivative-Based Optimization.- Appendices.- Index.

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9783030418458: Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems (Communications and Control Engineering)

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ISBN 10:  3030418456 ISBN 13:  9783030418458
Publisher: Springer, 2020
Hardcover