Cover Image

Stochastic models, estimation and control. Volume 3 /

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.

Bibliographic Details
Main Author: Maybeck, Peter S.
Corporate Author: ScienceDirect (Online service)
Format: eBook
Language:English
Published: New York : Academic Press, 1982.
Series:Mathematics in science and engineering ; v. 141-3.
Subjects:
Mathematical models.
Stochastic processes.
Modèles mathématiques.
Processus stochastiques.
mathematical models.
MATHEMATICS > Probability & Statistics > General.
Mathematical models
Stochastic processes
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Stochastic models (BNB/PRECIS).
Physical Description:1 online resource (xvii, 291 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9780080960036
0080960030
9780124807037
0124807038
ISSN:0076-5392 ;