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005 | 20200924114035.0 | ||
008 | 200924b ||||| |||| 00| 0 eng d | ||
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 |