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Stochastic Models, Estimation, and Control

1st Edition, Volume 3 - July 28, 1982

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

Stochastic Models, Estimation, and Control

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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.