Introduction to stochastic control theory by Karl J. Astrom

Introduction to stochastic control theory



Download Introduction to stochastic control theory




Introduction to stochastic control theory Karl J. Astrom
Language: English
Page: 307
Format: djvu
ISBN: 0486445313, 9780486445311
Publisher: Dover Publications

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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