This text for upper-level undergraduates and graduate students explores Stochastic Control Theory in terms of analysis, parametric optimization, and optimal Stochastic control. 1970 edition..
Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems.
This text for upper-level undergraduates and graduate students explores Stochastic Control Theory in terms of analysis, parametric optimization, and optimal Stochastic control