Stochastic Control of Partially Observable Systems
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Author
Contributions
- Cambridge University Press - Contributor
Publication
1992 - Cambridge University Press, Cambridge, England
Language
English
Word Count
91,000 words, Guess
Page Count
364 pages
Physical Format
[electronic resource]. /
Identifiers
- Internet Archivestochasticcontro00bens
- ISBN-100511526504
- ISBN-139780511526503
- OCLC Control Number668200907
- Better World Books9780511526503
and 1 more
- Open LibraryOL27089400M
Alternate Titles
- Cambridge books online.
Description
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.
Subjects
Other Editions
- Stochastic Control of Partially Observable Systems
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