Aoki, Masanao <br/><br/>
Optimization of stochastic systems topics in discrete-time dynamics 

 - 2nd ed. 
 - Boston:  Academic Press,  1989/ 
 - x,417p. 
<br/><br/> 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.  
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>012058851-X 9788131201251 8131201252 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic systems<br/>System analysis<br/>Control theory
<br/><br/><label>Dewey Class. No.: </label>519.216   / AOK