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,

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English Pages iii-xi, 1-299 [307] Year 1970

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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

Introduction to Stochastic Control Theory
 0486445313, 9780486445311, 0120656507, 9780120656509

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