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...
Gespeichert in:
Beteilige Person: | |
---|---|
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 |
Internformat
MARC
LEADER | 00000nam a2200000 i 4500 | ||
---|---|---|---|
001 | ZDB-20-CTM-CR9780511526503 | ||
003 | UkCbUP | ||
005 | 20160330135156.0 | ||
006 | m|||||o||d|||||||| | ||
007 | cr|||||||||||| | ||
008 | 090407s1992||||enk o ||1 0|eng|d | ||
020 | |a 9780511526503 | ||
100 | 1 | |a Bensoussan, Alain | |
245 | 1 | 0 | |a Stochastic control of partially observable systems |c Alain Bensoussan |
264 | 1 | |a Cambridge |b Cambridge University Press |c 1992 | |
300 | |a 1 Online-Ressource (vii, 352 Seiten) | ||
336 | |b txt | ||
337 | |b c | ||
338 | |b cr | ||
520 | |a 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. | ||
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780521354035 |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780521611978 |
966 | 4 | 0 | |l DE-91 |p ZDB-20-CTM |q TUM_PDA_CTM |u https://doi.org/10.1017/CBO9780511526503 |3 Volltext |
912 | |a ZDB-20-CTM | ||
912 | |a ZDB-20-CTM | ||
049 | |a DE-91 |
Datensatz im Suchindex
DE-BY-TUM_katkey | ZDB-20-CTM-CR9780511526503 |
---|---|
_version_ | 1825574053533974528 |
adam_text | |
any_adam_object | |
author | Bensoussan, Alain |
author_facet | Bensoussan, Alain |
author_role | |
author_sort | Bensoussan, Alain |
author_variant | a b ab |
building | Verbundindex |
bvnumber | localTUM |
collection | ZDB-20-CTM |
format | eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01435nam a2200253 i 4500</leader><controlfield tag="001">ZDB-20-CTM-CR9780511526503</controlfield><controlfield tag="003">UkCbUP</controlfield><controlfield tag="005">20160330135156.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr||||||||||||</controlfield><controlfield tag="008">090407s1992||||enk o ||1 0|eng|d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511526503</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bensoussan, Alain</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic control of partially observable systems</subfield><subfield code="c">Alain Bensoussan</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">1992</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (vii, 352 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780521354035</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780521611978</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-91</subfield><subfield code="p">ZDB-20-CTM</subfield><subfield code="q">TUM_PDA_CTM</subfield><subfield code="u">https://doi.org/10.1017/CBO9780511526503</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
id | ZDB-20-CTM-CR9780511526503 |
illustrated | Not Illustrated |
indexdate | 2025-03-03T11:58:07Z |
institution | BVB |
isbn | 9780511526503 |
language | English |
open_access_boolean | |
owner | DE-91 DE-BY-TUM |
owner_facet | DE-91 DE-BY-TUM |
physical | 1 Online-Ressource (vii, 352 Seiten) |
psigel | ZDB-20-CTM TUM_PDA_CTM ZDB-20-CTM |
publishDate | 1992 |
publishDateSearch | 1992 |
publishDateSort | 1992 |
publisher | Cambridge University Press |
record_format | marc |
spelling | Bensoussan, Alain Stochastic control of partially observable systems Alain Bensoussan Cambridge Cambridge University Press 1992 1 Online-Ressource (vii, 352 Seiten) txt c cr 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. Erscheint auch als Druck-Ausgabe 9780521354035 Erscheint auch als Druck-Ausgabe 9780521611978 |
spellingShingle | Bensoussan, Alain Stochastic control of partially observable systems |
title | Stochastic control of partially observable systems |
title_auth | Stochastic control of partially observable systems |
title_exact_search | Stochastic control of partially observable systems |
title_full | Stochastic control of partially observable systems Alain Bensoussan |
title_fullStr | Stochastic control of partially observable systems Alain Bensoussan |
title_full_unstemmed | Stochastic control of partially observable systems Alain Bensoussan |
title_short | Stochastic control of partially observable systems |
title_sort | stochastic control of partially observable systems |
work_keys_str_mv | AT bensoussanalain stochasticcontrolofpartiallyobservablesystems |