Stochastic Models, Estimation and Control Volume 3 (Mathematics in Science and Engineering)

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English | 291 pages | Academic Press (August 11, 1982) | 0124807038 | PDF | 13.83 Mb

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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