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    Optimization of Stochastic Systems: Topics in Discrete-time Systems
    Optimization of Stochastic Systems: Topics in Discrete-time Systems
    Optimization of Stochastic Systems: Topics in Discrete-time Systems
    Ebook320 pages5 hours

    Optimization of Stochastic Systems: Topics in Discrete-time Systems

    By Academic Press

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    About this ebook

    Optimization of Stochastic Systems is an outgrowth of class notes of a graduate level seminar on optimization of stochastic systems. Most of the material in the book was taught for the first time during the 1965 Spring Semester while the author was visiting the Department of Electrical Engineering, University of California, Berkeley. The revised and expanded material was presented at the Department of Engineering, University of California, Los Angeles during the 1965 Fall Semester. The systems discussed in the book are mostly assumed to be of discrete-time type with continuous state variables taking values in some subsets of Euclidean spaces. There is another class of systems in which state variables are assumed to take on at most a denumerable number of values, i.e., these systems are of discrete-time discrete-space type. Although the problems associated with the latter class of systems are many and interesting, and
    although they are amenable to deep analysis on such topics as the limiting behaviors of state variables as time indexes increase to infinity, this class of systems is not included here, partly because there are many excellent books on the subjects and partly because inclusion of these materials would easily double the size of the book.
    LanguageEnglish
    PublisherAcademic Press
    Release dateJan 1, 1967
    ISBN9780080955391
    Optimization of Stochastic Systems: Topics in Discrete-time Systems

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