Mathematical Methods in Robust Control of Linear Stochastic Systems

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Bibliographic Details
Main Author: Dragan, Vasile, (Dragan, Vasile)
Other Authors: Morozan, Toader, (Morozan, Toader), Stoica, Adrian, -Mihail, (Stoica, Adrian, -Mihail)
Format: Printed Book
Language:English
Published: New York: Springer -Verlag, 2006.
Series:Mathematical Concepts and Methods in Science and Engineering.
Subjects:
Stochastic Integral,Ito Type Formula,Riccati Equations of Stochastic Control

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