Stochastic models, estimation and control. Volume 3 /
Collection : Mathematics in science and engineering, 0076-5392 ; . v. 141-3 Détails physiques : 1 online resource (xvii, 291 pages) : illustrations. ISBN :9780080960036 (electronic bk.); 0080960030 (electronic bk.); 9780124807037; 0124807038.
Sujet(s) :
Mathematical models.
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Stochastic processes.
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MATHEMATICS
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Probability & Statistics
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General.
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Electronic books.
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Mathematical models.
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Stochastic processes.
Ressources en ligne :
Exemplaires : http://www.sciencedirect.com/science/book/9780124807037
Stochastic models (BNB/PRECIS).
Includes bibliographical references and index.
Dynamic programming and stochastic control -- Linear stochastic controller design and performance analysis -- Nonlinear stochastic controllers.
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.
Description based on print version record.
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