Abstract
In this chapter, some important techniques underpinning stochastic control theory are reviewed. Although the emphasis is on stochastic adaptive methods, i.e., those dealing with systems having unknown parameters, completeness and clarity demand that occasionally the non-adaptive case is also considered. As in most publications on stochastic control, only the discrete-time case is considered because the controller is likely to be implemented as a digital computer programme.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2001 Springer-Verlag London
About this chapter
Cite this chapter
Fabri, S.G., Kadirkamanathan, V. (2001). Stochastic Control. In: Functional Adaptive Control. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-0319-6_6
Download citation
DOI: https://doi.org/10.1007/978-1-4471-0319-6_6
Publisher Name: Springer, London
Print ISBN: 978-1-4471-1090-3
Online ISBN: 978-1-4471-0319-6
eBook Packages: Springer Book Archive