Stochastic Control of Partially Observable Systems - Couverture rigide

Bensoussan, Alain

Couverture rigide

ISBN 10 : 052135403X ISBN 13 : 9780521354035

Editeur : Cambridge University Press, 1992

Synopsis

These systems play an important role in many applications.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 1992
• Langue: anglais
• ISBN 10: 052135403X
• ISBN 13: 9780521354035
• Reliure: Relié
• Nombre de pages: 360
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France