Stochastic Models, Estimation and Control Volume 3 (Mathematics in Science and Engineering) (Mathematics in Science and Engineering, Volume 3)

Maybeck, Peter S.

ISBN 10: 0124807038 / ISBN 13: 9780124807037

Published by Academic Press, 1982

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Bibliographic Details

Title: Stochastic Models, Estimation and Control ...

Publisher: Academic Press

Publication Date: 1982

Binding: hardcover

Condition: Good

About this title

Synopsis:

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.