Stochastic Models, Estimation and Control Volume 3 (Mathematics in Science and Engineering)

Stochastic Models, Estimation and Control Volume 3 (Mathematics in Science and Engineering)
291 pages | Publisher: Academic Press (August 11, 1982) | ISBN: 0124807038 | PDF | 13.8 Mb
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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.