
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.
Wow! eBook


