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Elsevier

Stochastic Models, Estimation, and Control

  • 1st Edition, Volume 3 - August 25, 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

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

Students and Professors in Mathematics in Science and Engineering.

Table of contents

Dynamic programming and stochastic control. Linear stochastic controller design and performance analysis. Nonlinear stochastic controllers.

Product details

  • Edition: 1
  • Latest edition
  • Volume: 3
  • Published: August 25, 1982
  • Language: English

About the author

Peter S. Maybeck

Author
Affiliations and expertise
Dept. of Electrical Engineering, Air Force Institute of Technology

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