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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Bibliographic Details
Main Author: Baten, Md Azizul
Format: Book
Published: LAP Lambert Academic Publishing 2012
Subjects:
Online Access:http://repo.uum.edu.my/10626/
http://www.amazon.co.uk/Stochastic-Regulator-Problem-Optimal-Control/dp/3848429330
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