Stochastic models, estimation and control. Volume 3

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Series: Mathematics in Science and Engineering 141C

ISBN: 0124807038, 9780124807037, 9780080960036

Size: 14 MB (14497457 bytes)

Pages: 311/311

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Peter S. Maybeck0124807038, 9780124807037, 9780080960036

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.

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