Maybeck P.S. — Stochastic Models, Estimation and Control Volume 3 (Mathematics in Science and Engineering)
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Название: Stochastic Models, Estimation and Control Volume 3 (Mathematics in Science and Engineering)
Автор: Maybeck P.S.
Аннотация:
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
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