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Deterministic and stochastic optimal control. (English) Zbl 0323.49001

Applications of Mathematics. Vol. 1. Berlin-Heidelberg-New York: Springer-Verlag. XIII, 222 p. cloth DM 60.60; $ 24.80 (1975).

MSC:

49-02 Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory
60J60 Diffusion processes
49J15 Existence theories for optimal control problems involving ordinary differential equations
49K15 Optimality conditions for problems involving ordinary differential equations
49L99 Hamilton-Jacobi theories
93E20 Optimal stochastic control