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Stochastic Control of Partially Observable Systems

Alain Bensoussan author

Format:Paperback

Publisher:Cambridge University Press

Published:11th Nov '04

Currently unavailable, and unfortunately no date known when it will be back

Stochastic Control of Partially Observable Systems cover

These systems play an important role in many applications.

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.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.

ISBN: 9780521611978

Dimensions: 247mm x 190mm x 20mm

Weight: 643g

364 pages