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The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete-

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 engin

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc

The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for