TY  - BOOK
AU  - Bensoussan,Alain
TI  - Stochastic control of partially observable systems
SN  - 9780511526503 (ebook)
AV  - QA402.37 .B46 1992
U1  - 003 20
PY  - 1992///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Stochastic control theory
N1  - Title from publisher's bibliographic system (viewed on 05 Oct 2015)
N2  - 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
UR  - https://doi.org/10.1017/CBO9780511526503
ER  -