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Stochastic Models, Estimation, and Control

  • 1 Edición, Volumen 3 - 25 de agosto de 1982
  • Última edición
  • Autor: Peter S. Maybeck
  • Idioma: Inglés

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… Leer más

Descripción

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.

De interès para

Students and Professors in Mathematics in Science and Engineering.

Índice

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

Detalles del producto

  • Edición: 1
  • Última edición
  • Volumen: 3
  • Publicado: 25 de agosto de 1982
  • Idioma: Inglés

Sobre el autor

PM

Peter S. Maybeck

Afiliaciones y experiencia
Dept. of Electrical Engineering, Air Force Institute of Technology

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