Introduction to Stochastic Control Theory by Karl J. Astrom

Introduction to Stochastic Control Theory

Dover Books on Electrical Engineering

Karl J. Astrom

299 pages missing pub info (editions)

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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 ...

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