This book covers the most recent developments in adaptive dynamic programming (ADP). In the core of the book, the authors address first discrete- and then continuous-time systems.
This book covers the most recent developments in adaptive dynamic programming (ADP). The text begins with a thorough background review of ADP making sure that readers are sufficiently familiar with the fundamentals. In the core of the book, the authors address first discrete- an…
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretiza…
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretiza…
Provide a comprehensive treatment of the classical calculus of variations and its modern generalisations.
