Stochastic linear regulator problem in optimal control theory: Stochastic optimal linear regulator problem
Stochastic optimization problems are the study of dynamical systems subject to random perturbations which can be controlled in order to optimize some performance criterion. The research on control theory has developed considerably over last few years, inspired in particular by stochastic optimizatio...
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Format: | Book |
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LAP Lambert Academic Publishing
2012
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Online Access: | http://repo.uum.edu.my/10626/ http://www.amazon.co.uk/Stochastic-Regulator-Problem-Optimal-Control/dp/3848429330 |
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