| Stochastic Control of Partially Observable Systems Contributor(s): Bensoussan, Alain (Author) |
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ISBN: 0521611970 ISBN-13: 9780521611978 Publisher: Cambridge University Press OUR PRICE: $60.79 Product Type: Paperback - Other Formats Published: November 2004 Annotation: The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Science | System Theory |
| Dewey: 003 |
| LCCN: 2005275459 |
| Physical Information: 0.75" H x 7.44" W x 9.69" (1.43 lbs) 364 pages |