Introduction to Stochastic Control Theory

Nonfiction, Science & Nature, Technology, Engineering
Cover of the book Introduction to Stochastic Control Theory by Karl Åström, Dover Publications
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Author: Karl Åström ISBN: 9780486138275
Publisher: Dover Publications Publication: May 11, 2012
Imprint: Dover Publications Language: English
Author: Karl Åström
ISBN: 9780486138275
Publisher: Dover Publications
Publication: May 11, 2012
Imprint: Dover Publications
Language: English
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition.
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This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition.

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