Introduction to Stochastic Control Theory Readers have a ringside seat

Readers have a ringside seat at a major historical event as they follow the boy to the Holy Land

Punjab and other parts of North and South India

7 illustrations

blacksmiths

Introduction to Stochastic Control Theory Readers have a ringside seatThis text for upper level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic