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Abstract 1.1 What Is A System ? One may ask : what is a system ? A system is a collection of interdependent and interactive elements which act together in a collective effort to attain some goal . In other words a system, is an organized collection of interacting units, possibly including men as well as machines, designed to achieve some specified objective or set of objectives by manipulation and control of materials,energy,and infor Mation There are many kinds of systems, for example : Power systems communication systems, information processing systems which incorporate computer systems, transportation systems p economic systems , political systems, etc.( of•Frederick and Carlson (1971)). An important problem of a system is the system optimiza¬tion problem , that is when one wishes to design a system to perform operation in an 11 optimum 11 way whenever some or all of the inputs are sample functions from stochastic processes The optimality here is taken in the sense of setting the system variables at values that acheive its specified objective or objectives .A system optimization problem can be to a large extent, characterized by the following four factors (i) the purpose of the system , (ii) the nature of the inputs (iii) the cri¬terion of goodness of performance to be used known as system. |