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Optimization of stochastic systems : topics in discrete-time systems [monographie]

Auteur(s): Aoki, Masanao (1931-....)
Langue: anglais
Collection: Mathematics in science and engineering, n° 32
Editeur, date d'édition: Academic Press, 1967
Ville(s) d'édition: London (GB), New York (US)
ISSN: 0076-5392
Classification MSC: 93.60 (2000)
Notes: xv ; bibliogr. pp. 339-346 ; index pp. 347-354 ; 23 cm ; 354 p.
Thèmes: commande optimale, stochastic processes, estimation, martingale, control theory



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