Introduction to stochastic control
By: Kushner, Harold
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Material type: 
BookPublisher: New York ; Holt 1971Description: 390 páginas; ilus.ISBN: 030849675.Subject(s): Control automático | Estadística | Procesos estocásticos | Sistemas
Contents:
Introduction to stochastic processes. Makrov chains. Dynamic programming for fixed terminal time. Optimal control for a free-time problem. The discounted-cost problem. Minimizing the average cost per unit of time. Optimal stopping. Stability theory. Linear system: quadratic cost. Continuos time markov processes. Control theory: continuos time
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Libro
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MINAGRICULTURA - Biblioteca Colección general | 4626 (Browse shelf) | Ej.1 | Available |
Introduction to stochastic processes. Makrov chains. Dynamic programming for fixed terminal time. Optimal control for a free-time problem. The discounted-cost problem. Minimizing the average cost per unit of time. Optimal stopping. Stability theory. Linear system: quadratic cost. Continuos time markov processes. Control theory: continuos time