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(Kurt Marti, Zentralblatt MATH, Vol. - Structural properties of linear stochastic systems. - Linear quadratic optimization problems. These subjects are typically covered independently. Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains. ).
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.