DEVELOPMENTS IN STOCHASTIC CONTROL THEORY.

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Kwakernaak, Huibert
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TP [自动化技术、计算机技术];
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0812 ;
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A brief, review is given of recent developments in stochastic control theory. Some basic notions are introduced, an abstract definition of stochastic systems is reviewed, optimal control problems and optimality results are discussed, and some recent results and applications in stochastic filtering theory are described.
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页码:14 / 19
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