Introduction to Stochastic Control Theory 0486445313, 9780486445311, 0120656507, 9780120656509
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis,
306 37 16KB
English Pages iii-xi, 1-299 [307] Year 1970
Table of contents :
Content:
Edited by
Page iii
Copyright page
Page iv
Dedication
Page v
Preface
Pages ix-x
Acknowledgments
Page xi
Chapter 1 Stochastic Control
Pages 1-12
Chapter 2 Stochastic Processes
Pages 13-43
Chapter 3 Stochastic State Models
Pages 44-90
Chapter 4 Analysis of Dynamical Systems Whose Inputs are Stochastic Processes
Pages 91-114
Chapter 5 Parametric Optimization
Pages 115-158
Chapter 6 Minimal Variance Control Strategies
Pages 159-209
Chapter 7 Prediction and Filtering Theory
Pages 210-255
Chapter 8 Linear Stochastic Control Theory
Pages 256-294
Index
Pages 295-299
Content:
Edited by
Page iii
Copyright page
Page iv
Dedication
Page v
Preface
Pages ix-x
Acknowledgments
Page xi
Chapter 1 Stochastic Control
Pages 1-12
Chapter 2 Stochastic Processes
Pages 13-43
Chapter 3 Stochastic State Models
Pages 44-90
Chapter 4 Analysis of Dynamical Systems Whose Inputs are Stochastic Processes
Pages 91-114
Chapter 5 Parametric Optimization
Pages 115-158
Chapter 6 Minimal Variance Control Strategies
Pages 159-209
Chapter 7 Prediction and Filtering Theory
Pages 210-255
Chapter 8 Linear Stochastic Control Theory
Pages 256-294
Index
Pages 295-299
