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Stochastic models, estimation and control. Volume 3

Author: Peter S Maybeck
Publisher: New York : Academic Press, 1982.
Series: Mathematics in science and engineering, v. 141-3.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Maybeck, Peter S.
Stochastic models, estimation and control. Volume 3.
New York : Academic Press, 1982
(OCoLC)220208869
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Peter S Maybeck
ISBN: 9780080960036 0080960030 9780124807037 0124807038
OCLC Number: 370420124
Notes: Stochastic models (BNB/PRECIS).
Description: 1 online resource (xvii, 291 pages) : illustrations.
Contents: Dynamic programming and stochastic control --
Linear stochastic controller design and performance analysis --
Nonlinear stochastic controllers.
Series Title: Mathematics in science and engineering, v. 141-3.
Responsibility: Peter S. Maybeck.

Abstract:

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.

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