Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering)

Are you an upper-level undergraduate or a graduate student looking to expand your knowledge in stochastic control theory? Look no further! Introducing the Stochastic Control Theory book, a comprehensive guide that explores analysis, parametric optimization, and optimal stochastic control. With a focus on linear systems with quadratic criteria, this book is suitable for both discrete and continuous time systems.

Get ready to dive into the fascinating world of stochastic control theory. The first three chapters lay the foundation by providing motivation and background material on stochastic processes. You'll gain insight into dynamical systems with inputs of stochastic processes and explore a simple version of the problem of optimal control of stochastic systems. And the best part? This book doesn't just cover theory; it also offers an example of an industrial application, showcasing the real-world relevance of this field.

But that's not all! This book goes beyond the basics by delving into filtering and prediction theory. You'll also tackle the general stochastic control problem for linear systems with quadratic criteria. Each chapter builds upon the concepts presented earlier, taking you from the discrete time version to the more challenging continuous time version of the same problem.

Ready to embark on your journey of mastering stochastic control theory? This book assumes prerequisites in analysis and probability theory, as well as a course in dynamical systems that covers frequency response and the state-space approach for both continuous and discrete time systems. Don't miss out on this invaluable resource for expanding your knowledge and enhancing your understanding of stochastic control theory.

Get your hands on the Stochastic Control Theory book today and take your understanding of this fascinating field to new heights. Click here to order now!