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Introdution to Stochastic Control Theory

Introdution to Stochastic Control Theory - Dover Books on Electrical Engineering

Paperback (27 Jan 2006)

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Publisher's Synopsis

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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Dover Publications

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Book information

ISBN: 9780486445311
Publisher: Dover Publications Inc.
Imprint: Dover Publications
Pub date:
DEWEY: 629.8312
DEWEY edition: 22
Language: English
Number of pages: 299
Weight: 340g
Height: 217mm
Width: 138mm
Spine width: 16mm