Introduction to Stochastic Control Theory

Astrom, K. J. (1970). Introduction to Stochastic Control Theory. Academic Press.

Type

Book

Intellectual base

Textbook

Year

1970

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Separation principle
  • Deterministic observer–controller separation and stochastic LQG separation have distinct assumptions; the principle generally fails for nonlinear, constrained or dual-effect systems.

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