"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."
Table of Contents
Synthesis problems for control systems and the dynamic programming approach; exact methods for synthesis problems; approximate synthesis of stochastic control systems with small control actions; synthesis of quasioptimal systems in the case of small diffusion terms in the Bellman equation; control of oscillatory systems; some special applications of asymptotic synthesis methods; numerical synthesis methods.
"...interesting to readers seeking insight into dynamic stochastic optimization problems."
---International Statistical Institute
"This book with emphasis is analytical methods for approximate solutions to Bellman's equation can be recommended to applied scientists who want to use dynamic programming method in a constructive way. "
---Zentralblatt fur Mathematik, 2000