Introduction to Stochastic Control Theory - (Dover Books on Electrical Engineering) by Karl J Astrom (Paperback)
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<p/><br></br><p><b> About the Book </b></p></br></br>Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition.<p/><br></br><p><b> Book Synopsis </b></p></br></br>This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition.
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