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Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering) (Paperback)

Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering) Cover Image
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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.

Product Details
ISBN: 9780486445311
ISBN-10: 0486445313
Publisher: Dover Publications
Publication Date: January 6th, 2006
Pages: 320
Language: English
Series: Dover Books on Electrical Engineering

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