Introduction to stochastic control theory /
Åström, Karl J.
Introduction to stochastic control theory / - New York : Academic Press, c1970. - xi, 299 p.:ill, - Mathematics in science and engineering. .
Includes bibliographies and index.
The object of this book is to present stochastic control theory- analysis, parametric optimization and optimal stochastic control. The treatment is limited to linear systems with quadratic criteria. It covers discrete time as well as continuous time systems.
Stochastic control theory.
QA402.3 / .A18
629.8'32 / AST
Introduction to stochastic control theory / - New York : Academic Press, c1970. - xi, 299 p.:ill, - Mathematics in science and engineering. .
Includes bibliographies and index.
The object of this book is to present stochastic control theory- analysis, parametric optimization and optimal stochastic control. The treatment is limited to linear systems with quadratic criteria. It covers discrete time as well as continuous time systems.
Stochastic control theory.
QA402.3 / .A18
629.8'32 / AST