Introduction to Stochastic Control Theory

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Introduction to Stochastic Control Theory

Karl J. Astrom

Publisher: Dover Publications

Format: Paperback

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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