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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Control of Partially Observable Systems

Stochastic Control of Partially Observable Systems

Bensoussan, Alain
Alain, Bensoussan

Paperback

General ScienceProbability & Statistics

ISBN10: 0521611970
ISBN13: 9780521611978
Publisher: Cambridge University Press
Published: Nov 11 2004
Pages: 364
Weight: 1.43
Height: 0.75 Width: 7.44 Depth: 9.69
Language: English
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.

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