Stochastic models, estimation and control, Volume 3
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
Main Author: | |
---|---|
Format: | eBook |
Language: | English |
Published: |
New York
Academic Press
1982, 1982
|
Series: | Mathematics in science and engineering
|
Subjects: | |
Online Access: | |
Collection: | Elsevier eBook collection Mathematics - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index
- Dynamic programming and stochastic control
- Linear stochastic controller design and performance analysis
- Nonlinear stochastic controllers