This book uses a small volume to present the most basic results for deterministic two-person differential games. The presentation begins with optimization of a single function, followed by a basic the
Mathematically, most of the interesting optimization problems can be formulated to optimize some objective function, subject to some equality and/or inequality constraints. This book introduces some c
This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (MP)
Professor Xunjing Li (1935–2003) was a pioneer in control theory in China. He was influential in the Chinese community of applied mathematics, and the global community of optimal control theory of dis
