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020 _a012058851-X
020 _a9788131201251
020 _a8131201252
082 _a519.216
_bAOK
100 _aAoki, Masanao
245 _aOptimization of stochastic systems topics in discrete-time dynamics
250 _a2nd ed.
260 _aBoston:
_bAcademic Press,
_c1989/
300 _ax,417p.
505 _tDeterministic Models and Their Control Problems.
_tStochastic Models.
_tStochastic Control Problems.
_tTime Series and Econometric Models: Examples.
_tEstimation.
_tConvergence Questions.
_tAdaptive Control Systems and Bayesian Optimal Control Problems.
_tLinear Rational Expectations Models.
_tApproximations in Sequential Decision Processes.
520 _aAddresses 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.
650 _aStochastic systems
650 _aSystem analysis
650 _aControl theory
942 _cG
_2ddc