An Introduction to Optimal Control Theory: The Dynamic Programming Approach: 76 (Texts in Applied Mathematics)
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An Introduction to Optimal Control Theory: The Dynamic Programming Approach: 76 (Texts in Applied Mathematics)

SKU: 9783031211386

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Unlock the power of optimal control theory with ‘An Introduction to Optimal Control Theory: The Dynamic Programming Approach.’ This essential text, part of the Texts in Applied Mathematics series, offers a concise and systematic exploration of optimal control problems for a wide range of deterministic and stochastic systems. Focusing on the versatile dynamic programming (DP) technique, this book is ideal for students and professionals in economics, engineering, operations research, and management science. It covers both discrete and continuous time parameters, finite and infinite horizon problems, and explores undiscounted problems like ergodic costs. Divided into four parts, it builds from accessible introductions to advanced graduate-level topics involving ordinary differential equations and stochastic differential equations. Discover how DP provides a unified approach to solving complex control challenges.

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Description

  • ISBN-10: 3031211383
  • ISBN-13: 978-3031211386
  • Edition: 1st ed. 2023
  • Publisher: Springer International Publishing AG
  • Publication date: 23 February 2023
  • Language: English
  • Dimensions: 15.01 x 0.61 x 23.01 cm
  • Print length: 273 pages

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