This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha

Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control a

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control

Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory