ENGLISH

Introduction to stochastic control theory

Book information

Publisher
Dover Publications
Year
2006
ISBN
0486445313, 9780486445311
LCC
QA402.3 .A18 2006
Open Library ID
OL3427775M
Language
english
Format
DJVU
Filesize
2 MB (1869003 bytes)
Edition
AP
Pages
307\307
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

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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