This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The opening [...]
This book provides an introduction to the mathematics needed to model, analyze, and design feedback systems. It is an ideal textbook for undergraduate and graduate students, and is indispensable for researchers seeking a self-contained reference on control theory. Unlike most books on the subject, F[...]