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Description
Introduction to Stochastic Control TheoryThis text for upper level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems.The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.
Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.
Binding Type: Paperback
Publisher: Dover Publications
Published: 01/06/2006
ISBN: 9780486445311
Pages: 299
Weight: 0.71lbs
Size: 8.52h x 5.50w x 0.65d
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★★★★★ 5
Excellent Purchase, Highly Recommended
Style: PS5 Disc, Configuration: Console only, Style: PS5 Disc, Configuration: Console only
⭐⭐⭐⭐⭐
Excellent purchase! My PS5 arrived on time, brand new, factory sealed, and in perfect condition. Everything works flawlessly, and the packaging was great. Amazon delivered exactly as promised. Highly recommended!
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Reviewed in the United States on May 30, 2026
★★★★★ 5
Fantastic!
Style: PS5 Disc, Configuration: Console only
I had a PS4 for years and thought, "Why do I need a PS5?"
Then Death Stranding: On The Beach was released.
Great games on this console!
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Reviewed in the United States on June 6, 2026
★★★★★ 5
If you're here, just get it, especially the disc version. You will not regret it.
Style: PS5 Disc, Configuration: Console only
This PlayStation 5 console is objectively one of the best purchases I have ever made. As we get older, we forget to keep having fun and experiencing life and everything that it has to offer. Coming from a Wii, the transition has been nothing short of astounding. The speed and responsiveness are unbelievable; it's like stepping into a whole new world of gaming and entertainment. Pairing streaming apps is an effortless process, and the visual quality of movies and TV shows has been elevated to a whole new level of stunning clarity. The ethernet port provides a rock-solid connection, eliminating any lag or interruptions, which is a huge plus for online gaming.
The numerous USB ports offer so much flexibility, allowing me to connect my noise-canceling headphones directly to the system, which is incredibly convenient. However, be warned, while it advertises 1TB of storage, you're realistically looking at around 830GB. Modern games are surprisingly data-hungry, and I already feel the pinch, with only about 100-150GB remaining. I would highly recommend opting for the 2TB model from the get-though, as the 1TB will fill up quickly. Games like Ratchet & Clank and Sackboy are incredibly fun and engaging, and I'm excited to dive into the Kingdom Hearts series soon.
Call of Duty: Black Ops 6 has been a blast in both multiplayer and the zombie modes, showcasing the console's power and performance. Also, seriously consider the disc version. I initially thought 4K was 4K, no matter the source, but I was completely wrong. The difference between streaming 4K and watching a 4K disc is night and day; the picture is crisp, the sound is rich, and the overall viewing experience is simply immersive. Apparently, streaming 4K is compressed, which I had no idea about.
For movie and TV enthusiasts, this is an investment that pays off handsomely. Imagine experiencing iconic films like "The Dark Knight," "Interstellar," or "Inception" with this level of visual and audio quality. Even shows like "Arcane" and the Spider-Verse movies would look absolutely breathtaking. I now understand why physical media still has a place, especially for my favorite movies and TV shows that I'll rewatch countless times. The ability to watch these titles in pristine 4K, regardless of internet connectivity, is a huge bonus, especially for families.
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Reviewed in the United States on April 2, 2026
★★★★★ 5
PlayStation 5 is a beast
Style: PS5 Disc, Configuration: Console only
I never thought I would be a gamer at 62yrs old but after playing the PlayStation 5 at my cousins home & seeing the great graphics ,the choice of all the different types of games available for anyone's & everyone's interest, I had to have one. Are they expensive? Yeppers! But, they are well worth it as this will last for many many years, even if I wind up in a retirement home, this will come with me & I will never be bored. I might drive someone else "Batty" ( if I have a room mate he wont be there for long but thems the breaks kid!) This was purchased at an absolute excellent price & I am very thankful. Delivery was fast & on time. Thank you
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Reviewed in the United States on June 6, 2026
★★★★★ 5
Wish I invested in the Playstation 5 sooner
Style: PS5 Disc, Configuration: Console only
Before buying this I had the Switch 2 and Xbox Series X; however, after buying the Playstation 5 I am blown away right out of the box. The Series X and PS5 are both 4K next generation systems, and though the Series X has the 12 teraflops graphics processing the PS5 looked way batter on my 4K TV. I also like the added functionality of the controller adding to the gaming experience with the touch pad, microphone, and gyroscopic motion control. The console is even turns on automatically by changing TV to the system's HDMI input and puts the TV into gaming mode. That is something the Series X and Switch 2 of course never have done. One down side is the system is notorious for not supporting audio cds which going back the original Playstation in 1994 the brand was always able to support. Plus if you get a cd stuck in the disk drive like what I did recently Sony made it possible to remove the disk without destroying you console in a few easy to follow steps. That saves gamers alot of money in repairs if something like that were to ever occur which is a well thought out solution. With former Xbox exclusives moving to the Playstation 5 I highly recommend adding this system to your collection.
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Reviewed in the United States on March 7, 2026