Abstract
Many control systems occurring in practice are subject to imperfectly known disturbances, which may be taken as random. Such disturbances have been ignored in the study of deterministic control models in Chaps. II-IV. Optimal stochastic control theory attempts to deal with models in which random system disturbances are allowed.
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© 1975 Springer-Verlag New York Inc.
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Fleming, W., Rishel, R. (1975). Optimal Control of Markov Diffusion Processes. In: Deterministic and Stochastic Optimal Control. Applications of Mathematics, vol 1. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-6380-7_6
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DOI: https://doi.org/10.1007/978-1-4612-6380-7_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4612-6382-1
Online ISBN: 978-1-4612-6380-7
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