Stochastic Optimal Control: The Discrete-Time Case
by Dimitri P. Bertsekas, Steven E. Shreve
Publisher: Athena Scientific 1996
Number of pages: 331
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.
Home page url
Download or read it online for free here:
(multiple PDF files)
by Hans Zwart, Birgit Jacob - CIMPA
Topics from the table of contents: Introduction; Homogeneous differential equation; Boundary Control Systems; Transfer Functions; Well-posedness; Stability and Stabilizability; Systems with Dissipation; Mathematical Background.
by Lawrence C. Evans - University of California, Berkeley
Contents: Introduction; Controllability, bang-bang principle; Linear time-optimal control; The Pontryagin Maximum Principle; Dynamic programming; Game theory; Introduction to stochastic control theory; Proofs of the Pontryagin Maximum Principle.
by Shkelzen Cakaj - InTech
Topics covered: parametric representation of shapes, modeling of dynamic continuous fluid flow process, plant layout optimal plot plan, atmospheric modeling, cellular automata simulations, thyristor switching characteristics simulation, etc.
by Richard Weber - University of Cambridge
Topics: Dynamic Programming; Dynamic Programming Examples; Dynamic Programming over the Infinite Horizon; Positive Programming; Negative Programming; Bandit Processes and Gittins Index; Average-cost Programming; LQ Regulation; Controllability; etc.