num_pages: 320
description: 
  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. 1970 edition.

language: English
title: Introduction to Stochastic Control Theory
titlecomplete: Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering)
genres: Mathematics
ratings_count: 12
publisher: Dover Publications