Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.
A bottom-up approach that enables readers to master and apply the latest techniques in state estimation This book offers the best mathematical approaches to est
Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for t
In its highly organized overview of all areas, the book examines the design of modern optimal controllers requiring the selection of a performance criterion, de