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Introduction to Stochastic Control Theory
by Karl J Astrom
Binding: Paperback, 320 pages
Publisher: Dover Publications
Weight: 0.7 pound
Dimension: H: 0.8 x L: 8.4 x W: 5.3 inches
ISBN 10: 0486445313
ISBN 13: 9780486445311
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Book Description:

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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