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Linear Stochastic Control Systems - Chen, Goong, and Durrett, Richard (Editor), and Pinsky, Mark (Editor)
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Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.

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Linear Stochastic Control Systems 1995, CRC Press, Oxford

ISBN-13: 9780849380754

Hardcover