NASA Technical Reports Server (NASA) · 1970 · 426 citations · 0 references
Natural SciencesMathematicsSystems EngineeringDynamical SystemsStochastic ModelingStochastic ProcessesControl TheoryOptimal ControlStochastic CalculusStochastic ControlStochastic Differential EquationsStochastic ProgrammingDynamic ModelsFeedbackLinear FilteringOptimal Control Of Stochastic SystemsOptimal Feedback ControlRandom Differential EquationsStochastic Differential SystemsStochastic Dynamical Systems
Control processes and optimization problems solutions by stochastic differential equations, discussing dynamic models and programming, linear filtering and optimal feedback