Concepedia

The Mathematical Theory of Optimal Processes

M. L. Chambers, L. S. Pontryagin, V. G. Boltyanskiĭ, E. F. Mishchenko, D. E. Brown

OR · 1965 · 3.3K citations · 0 references

Concepts

Natural SciencesMathematicsOptimizationProbability TheoryStochastic ProcessesMarkov ChainsMarkov ProcessesMathematical ModelingOptimal ControlOptimization TheoryStochastic ControlOptimal Control Existence TheoremsOptimal Control ModelsOptimal Control Of Stochastic SystemsOptimal Decision TheoryStochastic Optimal Control