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Books > Science & Mathematics > Mathematics > Optimization
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Stochastic Control of Partially Observable Systems (Paperback, New Ed)
Loot Price: R1,484
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Stochastic Control of Partially Observable Systems (Paperback, New Ed)
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Total price: R1,504
Discovery Miles: 15 040
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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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