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9780486445311

Introduction to Stochastic Control Theory

Introduction to Stochastic Control Theory
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  • ISBN-13: 9780486445311
  • ISBN: 0486445313
  • Publication Date: 2006
  • Publisher: Dover Publications, Incorporated

AUTHOR

Aström, Karl J.

SUMMARY

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.Aström, Karl J. is the author of 'Introduction to Stochastic Control Theory', published 2006 under ISBN 9780486445311 and ISBN 0486445313.

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