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Product Description: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered.Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided...read more (view table of contents, read Amazon.com's description)

Hardcover:

9780849380754 | CRC Pr I Llc, August 1, 1995, cover price $243.00 | About this edition: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems.

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