Introduction to Stochastic Control Theory |
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| Author:
| Aström, Karl J. |
| Series title: | Dover Books on Electrical Engineering Ser. |
| ISBN: | 978-0-486-44531-1 |
| Publication Date: | Jan 2006 |
| Publisher: | Dover Publications, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $17.95 |
Book Description:
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Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition.
Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition.