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A foundational textbook presenting stochastic control for discrete- and continuous-time linear systems with quadratic criteria. Topics include stochastic processes background, dynamical systems driven by stochastic inputs, optimal control (LQG), filtering and prediction theory, and applications illustrating stochastic optimal control methods.

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245: $a: Introduction to Stochastic Control Theory
245: $b:
082: $a:
100: $a: Karl J. Åström
650: $a: Control theory
250: $a:
440: $v:
250: $b: Academia Press
250: $c: 1970
020: $a: 978-0-12-065650-9
300: $a: 322