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
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.
Students and Professors in Mathematics in Science and Engineering.
Dynamic programming and stochastic control. Linear stochastic controller design and performance analysis. Nonlinear stochastic controllers.
- Edition: 1
- Latest edition
- Volume: 3
- Published: August 25, 1982
- Language: English
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Peter S. Maybeck
Affiliations and expertise
Dept. of Electrical Engineering, Air Force Institute of TechnologyRead Stochastic Models, Estimation, and Control on ScienceDirect