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by mattcushman
April 3rd, 2003, 4:35 pm
Forum: Technical Forum
Topic: Stochastic Dynamic Control - Recommendations?
Replies: 15
Views: 190792

Stochastic Dynamic Control - Recommendations?

I'm also trying to learn some stochastic control theory, thanks everyone for these references.Do any of these books (or other papers/books) study nonlinear problems with states driven by Poisson noise as well as Brownian motion? I've found a few papers on the net, but nothing systematic.
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