Optimization of stochastic systems topics in discrete-time dynamics
Aoki, Masanao
Optimization of stochastic systems topics in discrete-time dynamics - 2nd ed. - Boston: Academic Press, 1989/ - x,417p.
Deterministic Models and Their Control Problems. Stochastic Models. Stochastic Control Problems. Time Series and Econometric Models: Examples. Estimation. Convergence Questions. Adaptive Control Systems and Bayesian Optimal Control Problems. Linear Rational Expectations Models. Approximations in Sequential Decision Processes.
Addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters. This work discusses basic system properties such as: stability and observability; dynamic programming formulations of optimal and adaptive control problems; and others.
012058851-X 9788131201251 8131201252
Stochastic systems
System analysis
Control theory
519.216 / AOK
Optimization of stochastic systems topics in discrete-time dynamics - 2nd ed. - Boston: Academic Press, 1989/ - x,417p.
Deterministic Models and Their Control Problems. Stochastic Models. Stochastic Control Problems. Time Series and Econometric Models: Examples. Estimation. Convergence Questions. Adaptive Control Systems and Bayesian Optimal Control Problems. Linear Rational Expectations Models. Approximations in Sequential Decision Processes.
Addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters. This work discusses basic system properties such as: stability and observability; dynamic programming formulations of optimal and adaptive control problems; and others.
012058851-X 9788131201251 8131201252
Stochastic systems
System analysis
Control theory
519.216 / AOK