Stochastic Models, Estimation And Control Volume 3 (mathematics In Science And Engineering)

Stochastic Models, Estimation And Control Volume 3 (mathematics In Science And Engineering)
by Peter S. Maybeck / / / PDF


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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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