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Synopsis
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems.
The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.
Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.
"synopsis" may belong to another edition of this title.
- PublisherDover Publications
- Publication date2006
- ISBN 10 0486445313
- ISBN 13 9780486445311
- BindingPaperback
- LanguageEnglish
- Number of pages320
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Introduction to Stochastic Control Theory (Paperback or Softback)
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Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering)
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Introduction to Stochastic Control Theory (Paperback)
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Dover Publications Inc., New York, 2006
ISBN 10: 0486445313
ISBN 13: 9780486445311
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Paperback. Condition: new. Paperback. This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems.The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems. Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780486445311
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Introduction to Stochastic Control Theory
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Dover Publications, Mineola NY, 2006
ISBN 10: 0486445313
ISBN 13: 9780486445311
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Paperback. Condition: Near Fine. Reprint. 299 pages; 5 3/8 x 8 1/2" Unabridged republication published by Academic Press in 1970. Seller Inventory # 119809
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