Title:
Optimization of stochastic systems : topics in discrete-time dynamics
Personal Author:
Series:
Economic theory, econometrics and mathematical economics
Edition:
2nd ed
Publication Information:
Boston Academic Pr 1989
Physical Description:
x, 417p. 24cm.
ISBN:
9780120588510
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 30000000354963 | QA402.3 .A65 1989 | Open Access Book | Book | Searching... |
On Order
Summary
Summary
Addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters. This work discusses basic system properties such as: stability and observability; dynamic programming formulations of optimal and adaptive control problems; and others.
Table of Contents
| Deterministic Models and Their Control Problems |
| Stochastic Models |
| Stochastic Control Problems |
| Time Series and Econometric Models: Examples |
| Estimation |
| Convergence Questions |
| Adaptive Control Systems and Bayesian Optimal Control Problems |
| Linear Rational Expectations Models |
| Approximations in Sequential Decision Processes |
| References |
| Appendix: Markov Processes |
