Addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters. This work discusses basic system properties such as: stability and observability; dynamic programming formulations of optimal and adaptive control problems; and others.
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Addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters. This work discusses basic system properties such as: stability and observability; dynamic programming formulations of optimal and adaptive control problems; and others.
Read Less
