Optimization of stochastic systems topics in discrete-time dynamics

By:

Aoki, Masanao

Publication details: Boston: Academic Press, 1989/Edition: 2nd edDescription: x,417pISBN:

012058851-X
9788131201251
8131201252

Subject(s):

DDC classification:

519.216 AOK

Contents:

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.

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Notes	Date due	Barcode
Gratis, Gifts	IIITDM Kurnool General Stacks	519.216 AOK (Browse shelf(Opens below))	Available	MAT		G000013

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.

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