Dynamic programming and stochastic control. Linear stochastic controller design and performance analysis. Nonlinear stochastic controllers.
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.
- No. of pages:
- © Academic Press 1982
- 28th July 1982
- Academic Press
- eBook ISBN:
Dept. of Electrical Engineering, Air Force Institute of Technology