Introduction to stochastic control theory /
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Main Authors: | |
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Corporate Authors: | |
Published: |
Academic Press,
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Publisher Address: | New York : |
Publication Dates: | 1970. |
Literature type: | eBook |
Language: | English |
Series: |
Mathematics in science and engineering ;
v. 70 |
Subjects: | |
Online Access: |
http://www.sciencedirect.com/science/bookseries/00765392/70 |
Carrier Form: | 1 online resource (xi, 299 pages) : illustrations. |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
9780080955797 0080955797 9780120656509 0120656507 |
Index Number: | QA402 |
CLC: | O211.6 |
Contents: | Stochastic control -- Stochastic processes -- Stochastic state models -- Analysis of dynamical systems whose inputs are stochastic processes -- Parametric optimization -- Minimal variance control strategies -- Prediction and filtering theory -- Linear stochastic control theory. |