Introduction to Stochastic Control Theory

Introduction to Stochastic Control Theory book cover

Introduction to Stochastic Control Theory

Author(s): Karl J Astrom (Author)

  • Publisher: Dover Publications Inc.
  • Publication Date: 27 Jan. 2006
  • Language: English
  • Print length: 320 pages
  • ISBN-10: 0486445313
  • ISBN-13: 9780486445311

Book 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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