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Item Details
Title: STOCHASTIC CONTROL OF PARTIALLY OBSERVABLE SYSTEMS
By: Alain Bensoussan
Format: Paperback

List price: £49.99
Our price: £43.74
Discount:
12.5% off
You save: £6.25
ISBN 10: 0521611970
ISBN 13: 9780521611978
Availability: Usually dispatched within 1-3 weeks.
 Delivery rates
Stock: Currently 0 available
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 28 September, 2004
Pages: 364
Description: These systems play an important role in many applications.
Synopsis: 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.
Illustrations: Illustrations
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
Some other items by this author:
ADVANCES IN HAMILTONIAN SYSTEMS (PB)
ANALYSIS AND OPTIMIZATION OF SYSTEMS
ANALYSIS AND OPTIMIZATION OF SYSTEMS (PB)
ANALYSIS AND OPTIMIZATION OF SYSTEMS (PB)
ANALYSIS AND OPTIMIZATION OF SYSTEMS (PB)
ASYMPTOTIC ANALYSIS FOR PERIODIC STRUCTURES (HB)
COMPARATIVE HANDBOOK: ROBOTIC TECHNOLOGIES LAW (PB)
CONTROL THEORY, NUMERICAL METHODS AND COMPUTER SYSTEMS MODELLING (PB)
ESTIMATION AND CONTROL OF DYNAMICAL SYSTEMS
ESTIMATION AND CONTROL OF DYNAMICAL SYSTEMS (HB)
FUTURE PERSPECTIVES IN RISK MODELS AND FINANCE (HB)
FUTURE PERSPECTIVES IN RISK MODELS AND FINANCE (PB)
FUTURE TENDENCIES IN COMPUTER SCIENCE, CONTROL AND APPLIED MATHEMATICS (PB)
INTERNATIONAL CONFERENCE ON ANALYSIS AND OPTIMIZATION OF SYSTEMS (PB)
INTERNATIONAL SYMPOSIUM ON SYSTEMS OPTIMIZATION AND ANALYSIS (PB)
MATHEMATICAL MODELLING AND NUMERICAL METHODS IN FINANCE (HB)
MATHEMATICAL TECHNIQUES OF OPTIMIZATION, CONTROL AND DECISION
MEAN FIELD GAMES AND MEAN FIELD TYPE CONTROL THEORY (PB)
MUSTERERKENNUNG 1995
NEW TRENDS IN SYSTEMS ANALYSIS (PB)
REGULARITY RESULTS FOR NONLINEAR ELLIPTIC SYSTEMS AND APPLICATIONS (HB)
REGULARITY RESULTS FOR NONLINEAR ELLIPTIC SYSTEMS AND APPLICATIONS (PB)
REPRESENTATION AND CONTROL OF INFINITE DIMENSIONAL SYSTEMS (HB)
REPRESENTATION AND CONTROL OF INFINITE DIMENSIONAL SYSTEMS (HB)
REPRESENTATION AND CONTROL OF INFINITE DIMENSIONAL SYSTEMS (PB)
REPRESENTATION AND CONTROL OF INFINITE-DIMENSIONAL SYSTEMS (HB)
RHEINISCH-WESTFALISCHE AKADEMIE DER WISSENSCHAFTEN (PB)
SINGULAR PERTURBATIONS AND ASYMPTOTIC ANALYSIS IN CONTROL SYSTEMS (PB)
STOCHASTIC CONTROL OF PARTIALLY OBSERVABLE SYSTEMS
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