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

Bibliographic Details
Main Author: Maybeck, Peter S.
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