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

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

Karl J. Astrom
$17.95
This product is not returnable.
Publication Date: January 6th, 2006
Publisher:
Dover Publications
ISBN:
9780486445311
Pages:
320
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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.

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