Stochastic control of partially observable systems:

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 i...

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Bibliographic Details
Main Author: Bensoussan, Alain (Author)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 1992
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Online Access:BSB01
FHN01
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Summary: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
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:1 online resource (vii, 352 pages)
ISBN:9780511526503
DOI:10.1017/CBO9780511526503

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