Stochastic Models, Estimation, and Control - 1st Edition - ISBN: 9780124807037, 9780080960036

Stochastic Models, Estimation, and Control, Volume 3

1st Edition

Authors: Peter Maybeck
eBook ISBN: 9780080960036
Imprint: Academic Press
Published Date: 28th July 1982
Page Count: 291
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Table of Contents

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


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.


Details

No. of pages:
291
Language:
English
Copyright:
© Academic Press 1982
Published:
Imprint:
Academic Press
eBook ISBN:
9780080960036

About the Authors

Peter Maybeck Author

Affiliations and Expertise

Dept. of Electrical Engineering, Air Force Institute of Technology