Perturbation Methods in Optimal Control

by Alain Bensoussan

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.

• Format: Hardcover
• Language: English
• ISBN: 0471919942
• ISBN13: 9780471919940
• Release Date: June 1988
• Publisher: Wiley
• Length: 588 Pages