Stochastic Models, Estimation, and Control: Volume 3
Author(s): Maybeck, Peter S.
Publisher: Academic Press
ISBN: 9780124807037
Edition:
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Description
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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