Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability)
A scholarly text on deterministic and stochastic optimal control methods with applications in stochastic modelling. Insightful for students and researchers seeking rigorous treatment of control theory. Customer note highlights clarity of concepts and depth
Highlights
- deterministic and stochastic control coverage
- links between stochastic modelling and control
- advanced mathematical exposition
Pros
- rigorous treatment of deterministic control
- integration of stochastic methods
- strong theoretical foundation for control problems
- comprehensive mathematical detail
Cons
- dense for casual readers
- may require background in probability
