Mathematics in science and engineering ; v. 141-3.
General Note:
Stochastic models (BNB/PRECIS).
Contents:
Dynamic programming and stochastic control -- Linear stochastic controller design and performance analysis -- Nonlinear stochastic controllers.
Abstract:
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.
