Stochastic Models, Estimation, and Control
- ISBN-10
- 0080960030
- ISBN-13
- 9780080960036
- Category
- Mathematics
- Pages
- 291
- Language
- English
- Published
- 1982-08-25
- Publisher
- Academic Press
- Author
- Peter S. Maybeck
Description
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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