Stochastic Optimal Control

by STENGEL ROBERT F.

Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.

Genres: Reference, Mathematics, Engineering

672 pages, Paperback

First published September 20, 1994

Reviews

[Uiskifres · Rating 1 out of 5]

One of the worst books in history.

Not a single proof is provided, concepts and passages are not carried on but ..stated (without any justification most of the time). The whole theory of 'Optimal Control' is completely based on 'Calculus of Variations', but Mr. Stengel seemed not to care about that, what in Calculus of Variations are called 'Functionals' here become simple functions, and are treated like so, with the inevitable crash and total incoherence of concepts this can cause..

This book is one of the worst start in Optimal Control you can have, also with the risk to undermine many of the previous concepts of Calculus I and II you remember..

I personally advice you to start out with Optimal Control Theory: An Introduction by Donald E. Kirk or with the more advanced Calculus of Variations and Optimal Control Theory: A Concise Introduction by Daniel Liberzon

[Michiel · Rating 4 out of 5]

Good manual for control theory. Would recommend it as a (budget friendly) reference.