Introduction to Stochastic Control Theory (Paperback)

Descripción

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.The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems. Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

N° de ref. del artículo 9780486445311

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Detalles bibliográficos

Título

Introduction to Stochastic Control Theory (Paperback)

Editor

Dover Publications Inc., New York

Fecha de publicación

2006

Idioma

Inglés

ISBN 10

0486445313

ISBN 13

9780486445311

Encuadernación

Paperback

Estado

new

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