Stochastic control of partially observable systems:

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 i...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Bensoussan, Alain
Format: E-Book
Sprache:Englisch
Veröffentlicht: Cambridge Cambridge University Press 1992
Links:https://doi.org/10.1017/CBO9780511526503
Zusammenfassung: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.
Umfang:1 Online-Ressource (vii, 352 Seiten)
ISBN:9780511526503