Abstract
The theory of discrete time stochastic control systems has received impetus from two directions. First, the area, which is followed here in the matter of terminology and notation, is that of engineering applications; and second is the area of sequential statistical decision theory. Though, in their most general formulations, the models used in the two areas are equivalent, the motivation and emphasis is often quite different.
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© 1975 Springer-Verlag Berlin Heidelberg
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Striebel, C. (1975). Introduction and Formulation of the Model. In: Optimal Control of Discrete Time Stochastic Systems. Lecture Notes in Economics and Mathematical Systems, vol 110. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45470-7_1
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DOI: https://doi.org/10.1007/978-3-642-45470-7_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-07181-5
Online ISBN: 978-3-642-45470-7
eBook Packages: Springer Book Archive