TY  - GEN
AU  - Aoki, Masanao
TI  - Optimization of stochastic systems topics in discrete-time dynamics
SN  - 012058851-X
U1  - 519.216  
PY  - 1989///
CY  - Boston
PB  - Academic Press
KW  - Stochastic systems
KW  - System analysis
KW  - Control theory
N1  - 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.
N2  - 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
ER  -