Stochastic Control of Partially Observable Systems

Autor*innen

• Alain Bensoussan

Parameter

• 364 Seiten
• 13 Lesestunden

• Mathematik

Mehr zum Buch

Focusing on stochastic control of partially observable systems, this book highlights its significance in real-world applications where deterministic and fully observed stochastic control are merely approximations. It begins with algebraic methods for linear theory problems, progressing to nonlinear filtering theory that addresses infinite-dimensional statistics. The text emphasizes the development of approximations and perturbation methods, aiming to provide a comprehensive framework for numerical implementation in complex control scenarios.

• Sprache: Englisch
• Erscheinungsdatum: 2004
• Einband: Paperback