Probability Theory, Computer Mathematics, Mathematical Programming & Operations Research
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Overview
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing the application of basic concepts to real problems. "An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject." — Automatica.Book Details
Published
September 1, 1994
Publisher
Dover Publications
Pages
639
Format
Paperback
ISBN
9780486682006