Logo

Stochastic Optimal Control: The Discrete-Time Case

Large book cover: Stochastic Optimal Control: The Discrete-Time Case

Stochastic Optimal Control: The Discrete-Time Case
by

Publisher: Athena Scientific
ISBN/ASIN: 1886529035
Number of pages: 331

Description:
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

Home page url

Download or read it online for free here:
Download link
(multiple PDF files)

Similar books

Book cover: Modeling, Simulation and Optimization: Tolerance and Optimal ControlModeling, Simulation and Optimization: Tolerance and Optimal Control
by - InTech
Topics covered: parametric representation of shapes, modeling of dynamic continuous fluid flow process, plant layout optimal plot plan, atmospheric modeling, cellular automata simulations, thyristor switching characteristics simulation, etc.
(10252 views)
Book cover: Optimal Control: Linear Quadratic MethodsOptimal Control: Linear Quadratic Methods
by - Prentice-Hall
Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory from an engineering viewpoint, with illustrations of practical applications.
(13085 views)
Book cover: Distributed-Parameter Port-Hamiltonian SystemsDistributed-Parameter Port-Hamiltonian Systems
by - CIMPA
Topics from the table of contents: Introduction; Homogeneous differential equation; Boundary Control Systems; Transfer Functions; Well-posedness; Stability and Stabilizability; Systems with Dissipation; Mathematical Background.
(5514 views)
Book cover: Linear Optimal ControlLinear Optimal Control
by - Prentice Hall
This book constructs a bridge between the familiar classical control results and those of modern control theory. Many modern control results do have practical engineering significance, as distinct from applied mathematical significance.
(8659 views)