Stochastic models, estimation and control. Volume 3

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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.

Author(s): Peter S. Maybeck
Series: Mathematics in Science and Engineering 141C
Publisher: Academic Press
Year: 1982

Language: English
Pages: 311
City: San Diego
Tags: Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;