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Stochastic models, estimation, and control

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.

Detalles Bibliográficos
Autor principal: Maybeck, Peter S
Lenguaje:eng
Publicado: Elsevier 1982
Materias:
Acceso en línea:http://cds.cern.ch/record/1607990
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author Maybeck, Peter S
author_facet Maybeck, Peter S
author_sort Maybeck, Peter S
collection CERN
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.
id cern-1607990
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 1982
publisher Elsevier
record_format invenio
spelling cern-16079902021-04-21T22:21:18Zhttp://cds.cern.ch/record/1607990engMaybeck, Peter SStochastic models, estimation, and controlMathematical Physics and Mathematics 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.Elsevieroai:cds.cern.ch:16079901982
spellingShingle Mathematical Physics and Mathematics
Maybeck, Peter S
Stochastic models, estimation, and control
title Stochastic models, estimation, and control
title_full Stochastic models, estimation, and control
title_fullStr Stochastic models, estimation, and control
title_full_unstemmed Stochastic models, estimation, and control
title_short Stochastic models, estimation, and control
title_sort stochastic models, estimation, and control
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1607990
work_keys_str_mv AT maybeckpeters stochasticmodelsestimationandcontrol