000 01783nam a22003258i 4500
001 CR9780511526503
003 UkCbUP
005 20200124160332.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 090407s1992||||enk o ||1 0|eng|d
020 _a9780511526503 (ebook)
020 _z9780521354035 (hardback)
020 _z9780521611978 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA402.37
_b.B46 1992
082 0 0 _a003
_220
100 1 _aBensoussan, Alain,
_eauthor.
245 1 0 _aStochastic control of partially observable systems /
_cAlain Bensoussan.
264 1 _aCambridge :
_bCambridge University Press,
_c1992.
300 _a1 online resource (vii, 352 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520 _aThe 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.
650 0 _aStochastic control theory.
776 0 8 _iPrint version:
_z9780521354035
856 4 0 _uhttps://doi.org/10.1017/CBO9780511526503
999 _c522703
_d522701