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Cover image for book Stochastic Models, Estimation, and Control: Volume 3

Stochastic Models, Estimation, and Control: Volume 3

By:Maybeck, Peter S.
Publisher:Elsevier S & T
Print ISBN:9780124807037
eText ISBN:9780080960036
Edition:0
Format:Page Fidelity

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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.

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