Stochastic Models, Estimation, and Control
- 1st Edition, Volume 3 - August 25, 1982
- Imprint: Academic Press
- Author: Peter S. Maybeck
- Language: English
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 9 6 0 0 3 - 6
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
Purchase options
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
- Volume: 3
- Published: August 25, 1982
- Imprint: Academic Press
- Language: English
PM
Peter S. Maybeck
Affiliations and expertise
Dept. of Electrical Engineering, Air Force Institute of TechnologyRead Stochastic Models, Estimation, and Control on ScienceDirect