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Description
Introduction to Stochastic Control TheoryThis 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 first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic
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 first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.
Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.
Binding Type: Paperback
Publisher: Dover Publications
Published: 01/06/2006
ISBN: 9780486445311
Pages: 299
Weight: 0.71lbs
Size: 8.52h x 5.50w x 0.65d
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5
aux beam triangle lights
Color: Yellow & Spot Flood Combo
bought these because the profile was small enough to not block my view while driving. super bright and the plug and play wiring harness is nice.
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Reviewed in the United States on January 3, 2026
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5
Excellent lights
Color: Yellow & Spot Flood Combo
These are great lights. Put them on my side by side and they are very bright at night. They also work great in dusty environments. I would leave them on all day long riding the trails so people could see me coming in the woods easier.
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Reviewed in the United States on September 20, 2022
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4
Bright yellow light
Color: Yellow & Spot Flood Combo
More yellow then amber, was looking for more amber to cut through the fog here.
They are bright though and look good
Been through quite a few storms and itβs still water proof
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Reviewed in the United States on August 24, 2025
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5
Just buy them! Incredibly bright and look cool!
Color: Yellow & Spot Flood Combo
Installed in the "ditch lights" position on my Polaris RZR 800 and use them for headlights. My stock headlights may as well be off, you can't even begin to see them in the amber light. These lights are the real deal. When I turn them off I feel like I can't see anything with the dim stock headlights. Great value. The triangle lights also look very cool.
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Reviewed in the United States on July 14, 2023
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5
fast delivery
Color: Yellow & Spot Flood Combo
great product
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Reviewed in the United States on November 4, 2025