ENGLISH

Stochastic Control of Partially Observable Systems

By Alain Bensoussan

Book information

Publisher
CUP
Year
1992
ISBN
052135403X, 9780521354035
Language
english
Format
DJVU
Filesize
1 MB (1333878 bytes)
Pages
362\362
Library
Kolxo3
DPI
300
Time added
2012-08-21 20:00:00

Description

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.

Similar books