Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems. (2020)

• Record Type: Book
• Further Information: Note: Xi-Ren Cao.
• Authors: Cao, Xi-Ren
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2020
• Copyright Date: 2020
• Extent: 1 online resource (365 pages)
• Subjects: Engineering; Control engineering; Calculus of variations; Markov processes; Mathematics -- Calculus; Mathematics -- Probability & Statistics -- General; Calculus of variations; Stochastics; Technology & Engineering -- Automation; Automatic control engineering
• Languages: English
• ISBNs: 9783030418465
• Related ISBNs: 9783030418458
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.