Articles liés à Stochastic Control Partially Observ

Stochastic Control Partially Observ - Couverture souple

Bensoussan, Alain

 
9780521611978: Stochastic Control Partially Observ
Couverture souple
ISBN 10 : 0521611970 ISBN 13 : 9780521611978
Editeur : Cambridge University Press, 2008

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2008
Langue
anglais
ISBN 10 
0521611970
ISBN 13 
9780521611978
Reliure
Broché
Nombre de pages
364
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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