Introduction to Stochastic Control Theory

Autori

• Karl Johan Astrom
• Richard M. Murray

Parametri

• Matematica

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2006

(In brossura)