Title: Conditional Markov processes and their application to the theory of optimal control
Description: The adoption  of the  state  space  description  of systems has led  to  substantial  advances  in  optimal  control  and filtering theory  in  recent  years. This  volume, will  be appreciated  only by  those specialists who are working in the domain of applied statistics and control engineering and by a few advanced graduate students with mathematical background. Nevertheless  the  problems  considered are mathematically rigorous, interesting and practically  important, and this  book  shall  reward  the perseverance  of any  reader  with the  necessary  mathematical  background.    Stratonovich  has been a major  influence  in the development  of the  subject.
Subjects: Control theory, Markov processes, Stochastic processes, Probabilities, Random variable, Mahematical statistics