确定性与随机最优控制
Deterministic and Stochastic Optimal Control
Wendell H. Fleming、Raymond W. Rishel · 初版 1975 年
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本书可被视为由两部分组成。在第一至第四章中，我们介绍了我们认为在确定性最优控制理论入门中必不可少的主题。该内容已被作者用于Brown University和University of Kentucky的一学期研究生课程。第一章以变分法中最简单的问题作为出发点。第二、三、四章则探讨了最优值的必要条件、最优控制的存在性与正则性定理，以及动态规划方法。初学者……
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……动态规划。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R. J.-B. Wets 的更多作品。当然，我们还必须提及这门学科的鼻祖 R. Bellman。
…Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R. J.-B. Wets. And of course we should mention R. Bellman, the father of this subject.
……动态规划。Stuart E. Dreyfus 和 Averill M. Law 的《The Art and Theory of Dynamic Programming》。E. B. Dynkin 和 A. A. Yushkevich 的《Controlled Markov Processes》。Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。还有 R. T. Rockafellar 和 R. J.-B. Wets 的更多作品。当然我们还得提 R. Bellman。我没记错的话，Dreyfus 曾是 Bellman 的学生，而 Dynkin 的博士导师是 Gelfand 和 Kolmogorov。
…Dynamic Programming. Stuart E. Dreyfus and Averill M. Law, The Art and Theory of Dynamic Programming. E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes. Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There is more from R. T. Rockafellar and R. J.-B. Wets. And of course we should mention R. Bellman. IIRC, Dreyfus was a Bellman student, and Dynkin's dissertation advisors were Gelfand and Kolmogorov.
……P. Bertsekas 和 Steven E. Shreve，《Stochastic Optimal Control: The Discrete Time Case》，ISBN 0-12-093260-1，Academic Press，纽约，1978。Wendell H. Fleming 和 Raymond W. Rishel，《Deterministic and Stochastic Optimal Control》，ISBN 0-387-90155-8，Springer-Verlag，柏林，1979。我的一些研究工作，等等。动态规划一直都是运筹与金融工程系（Department of Operations Research and Financial Engineering）的重点研究方向……
…P.\ Bertsekas and Steven E.\ Shreve, {\it Stochastic Optimal Control: The Discrete Time Case,\/} ISBN 0-12-093260-1, Academic Press, New York, 1978.\ \ Wendell H.\ Fleming and Raymond W.\ Rishel, {\it Deterministic and Stochastic Optimal Control,\/} ISBN 0-387-90155-8, Springer-Verlag, Berlin, 1979.\ \ some of my work, etc. Dynamic programming has been and is a major interest of the Department of Operations Research and Financial Engineering…
……0-12-221860-4，Academic Press。Dimitri P. Bertsekas 和 Steven E. Shreve，《Stochastic Optimal Control: The Discrete Time Case》，ISBN 0-12-093260-1，Academic Press。Wendell H. Fleming 和 Raymond W. Rishel，《Deterministic and Stochastic Optimal Control》，ISBN 0-387-90155-8，Springer-Verlag，柏林，1979。E. B. Dynkin 和 A. A. Yushkevich，《Controlled Markov Processes》，ISBN 0-387-90387-9，Springer-Verlag，柏林。所以，有大量非常硬核的应用……
…0-12-221860-4, Academic Press. Dimitri P. Bertsekas and Steven E. Shreve, 'Stochastic Optimal Control: The Discrete Time Case', ISBN 0-12-093260-1, Academic Press. Wendell H. Fleming and Raymond W. Rishel, 'Deterministic and Stochastic Optimal Control', ISBN 0-387-90155-8, Springer-Verlag, Berlin, 1979. E. B. Dynkin and A. A. Yushkevich, 'Controlled Markov Processes', ISBN 0-387-90387-9, Springer-Verlag, Berlin. So, a lot of quite serious applied…
……已知当前条件下的情况）。来自 MIT 和 CMU 的著作有 Dimitri P. Bertsekas 和 Steven E. Shreve 的《Stochastic Optimal Control: The Discrete Time Case》。还有 Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》。长期在华盛顿大学的 R. Rockafellar 也写过不少论文。现在普林斯顿大学的运筹与金融工程系有一个雄心勃勃的项目。我曾试图让 IBM 的 Watson……
…given the present). There is, from MIT and CMU, Dimitri P. Bertsekas and Steven E. Shreve, Stochastic Optimal Control: The Discrete Time Case. And there is Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control. There are papers by R. Rockafellar, long at U. Washington. There is now an ambitious program at Princeton in the department of Operations Research and Financial Engineering. I tried to get IBM's Watson…
想看数学家写的控制理论，长期任教于布朗大学应用数学系的 Fleming 写过一本：Wendell H. Fleming 和 Raymond W. Rishel 的《Deterministic and Stochastic Optimal Control》，ISBN 0-387-90155-8，Springer-Verlag，柏林，1979。关于优化，特别是基于 Hahn-Banach 定理的优化，以及卡尔曼滤波，更多内容见 David G. Luenberger 的《Optimization by Vector…
For control theory from a mathematician, Fleming, long at the Division of Applied Mathematics at Brown University, there is: Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control, ISBN 0-387-90155-8, Springer-Verlag, Berlin, 1979. There is more on optimization, especially from the Hahn-Banach theorem, and also Kalman filtering, in David G. Luenberger, Optimization by Vector…