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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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★★★★★ 4
Very nice shirt -Good Quality
Size: XX-Large, Color: Red (Retro Rose)
My husband is 6'1, weighs 178 pounds and normally wears a medium or large. Just for reference his pant size is a 32-34 depending on the brand. We ordered a large due to the fact the shirt appeared to be fitted more at the waist and from looking at the description I knew it would not have much stretch due to the satin type material. I was right. The large fit perfect and hung well. My husband use to be very large in shoulders and arms, but with age he has lost muscle mass, and recently lost a lot in his belly, so usually mediums fit perfect now. But when he put his large on, a medium would not have fit good to be comfortable & give proper fit in stomach area, so glad we went with the large.
The shirt was purchased to go on a Virgin Cruise for Scarlett night, and he plans to wear black pants with it as in the picture the company posted, and this shirt will be perfect for that. It is a nice shirt, good quality, and if someone wanted it for an event/cruise or just for a night to dress up, especially for a Caribbean/Spanish or Latin dance theme, this shirt is a perfect look to me. Buy it, you will not be disappointed. He has not worn it yet, not washed it, but I would not put in it with other colors, may fade a little like reds do, and definitely, only dry on low/delicate. May need a pressing/steaming, but overall, it was not horribly wrinkled when we received it. A toss in the dryer may just do the trick. Was delivered on time as it said it would. Hope this info helps you.
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Reviewed in the United States on January 14, 2024
★★★★★ 5
Yeehaw!
I like this shirt. Very fancy yet western.
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Reviewed in the United States on January 20, 2026
★★★★★ 5
Great quality shirt, comfy, and loved the embroidery!
Size: X-Large, Color: Pure Black (Retro Rose), Size: X-Large, Color: Pure Black (Retro Rose)
Great quality shirt, especially for the price. The embroidery is fantastic. Ordered for a costume party, but is a great shirt for wearing out anytime.
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Reviewed in the United States on January 29, 2026
★★★★★ 3
Professionally clean or iron
Size: Medium, Color: Red (Retro Rose)
Looks good and at 5'7" and 145 lbs a medium fit me great. Plan on either professional cleaning or some time at the ironing board to make it look its best. The
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Reviewed in the United States on December 11, 2025
★★★★★ 5
Quality is great
Size: XX-Large, Color: Black (Retro Rose)
Love it it looks and feels great
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Reviewed in the United States on June 5, 2026