Stochastic Models, Estimation, and Control
- 1st Edition, Volume 3 - July 28, 1982
- Latest edition
- Author: Peter S. Maybeck
- Language: English
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of… Read more
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Description
Description
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Readership
Readership
Students and Professors in Mathematics in Science and Engineering.
Table of contents
Table of contents
Dynamic programming and stochastic control. Linear stochastic controller design and performance analysis. Nonlinear stochastic controllers.
Product details
Product details
- Edition: 1
- Latest edition
- Volume: 3
- Published: August 25, 1982
- Language: English
About the author
About the author
PM
Peter S. Maybeck
Affiliations and expertise
Dept. of Electrical Engineering, Air Force Institute of TechnologyView book on ScienceDirect
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