Fleming, Wendell H.

Deterministic and stochastic optimal control / Wendell H. Fleming & Raymond W. Rishel - New York : Springer-Verlag , 1975 - 222p. : ill. ; 22 cm. - Applications of mathematics .

Includes bibliographical references and index.

0387901558


Linear programming
Diffusion processes
Markov processes
Mathematical optimization
Control theory

519.92 / FLE