Stochastic systems : estimation, identification, and adaptive control /

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capa...

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Bibliographic Details
Main Authors: Kumar, P. R. (Author), Varaiya, P. P (Pravin Pratap) (Author)
Format: Book
Language:English
Published: Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [2015]
Series:Classics in applied mathematics ; 75
Classics in applied mathematics ; 75
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Stanford University

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