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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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4.8 ★★★★★
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★★★★★ 5
I can’t believe the quality for the money
Color: Hot Pink, Size: 38
I am a suit designer for a better priced menswear brand. I bought this suit for a “day-glo” party, so the expectation was going to be one wearing to a party. I wasn’t expecting much for the money, but the color filled the bill. When I received it, I couldn’t believe how great the construction and quality were. The jacket is fully lined, contrast interior piping, interior double welt pockets on both sides, and the fit was really exceptional. The pant had fully taped interior seams, pick stitched curtained waistband, split back seam (so you can easily gave it altered if you need), interior front closure button and tab, hook and eye and exterior button. Note: no one mentioned this, but the waistband is discretely adjustable like a rental tux, so enables fit for a wider range of sizes. The jacket runs true to size, but the pants have some flexibility and are easily altered, so buy your jacket size… that would be harder to alter.
The only gripe is the buttons are super cheap looking, and white colored (surprised they weren’t dyed to match, given the rest of the quality).. I’ll be changing them out.
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Reviewed in the United States on November 14, 2023
★★★★★ 3
Tight Waist - No Stretch or Elastic
Color: Dark Green, Size: 30
Jacket fits pretty great, but the pants have zero stretch at all in the waist since there’s no elastic. The pants also fit pretty high waisted so you do get a fold across the front near the pocket/groin area due to the longer inseam. For the price it’s a good deal, but I have ordered this brand with an elastic waist in the same size and it makes a huge difference in the fit and look. For a little more money, I highly recommend their other suits with the elastic waist band!
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Reviewed in the United States on January 31, 2026
★★★★★ 5
Very stylish & tailored fit
Size: Small, Color: Pink
My husband purchased this suit as a “flower-bro” at my sister’s wedding. Unfortunately the color theme for the wedding was changed so he had to change it out which I was sad about because it fit him very well and looked great! The quality was good and the fit looked tailored.
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Reviewed in the United States on January 7, 2026
★★★★★ 5
Loved
Size: Small, Color: Sliver, Size: Small, Color: Sliver
Loved it. Fit well, sizing was good, however think I could have gotten my son the next size down. We ended up buy a smaller size pants.
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Reviewed in the United States on April 19, 2026
★★★★★ 5
Beat tuxedo ever !!!
Size: Large, Color: Royal Blue
So beautiful. The texture, design, and quality.
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Reviewed in the United States on May 31, 2026
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