"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line w

Modern control theory and in particular state space or state variable methods can be adapted to the description of many different systems because it depends str

"The leading and most up-to-date textbook on the far-ranging algorithmic methododogy of Dynamic Programming, which can be used for optimal control, Markovian de

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f