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Dover Publications

Introduction to Stochastic Control Theory

Introduction to Stochastic Control Theory

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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.

Author: Karl J. Astrom
Publisher: Dover Publications
Published: 01/06/2006
Pages: 299
Binding Type: Paperback
Weight: 0.71lbs
Size: 8.52h x 5.50w x 0.65d
ISBN: 9780486445311

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