Stochastic Control of Partially Observable Systems

by Alain Bensoussan

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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...

Format:Paperback

Language:English

ISBN:0521611970

ISBN13:9780521611978

Release Date:November 2004

Publisher:Cambridge University Press

Length:364 Pages

Weight:1.43 lbs.

Dimensions:0.8" x 7.4" x 9.7"

Related Subjects

Math Mathematics Science Science & Math Science & Scientists Science & Technology

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Stochastic Control of Partially Observable Systems

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