Synopsis
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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Review
"This excellently written monograph concerns one of the most difficult but important subjects of stochastic control when decisions have to be made only on part of the information on evolution of the system....valuable reading to anyone working in stochastic optimization." Yu. M. Kabanov, Mathematical Reviews
Book 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.
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Stochastic Control Of Partially Observable Systems
Published by
Cambridge University Press, 1992
ISBN 10: 052135403X
ISBN 13: 9780521354035
Used
Hardcover
Seller: MB Books, Derbyshire, United Kingdom
Seller rating 5 out of 5 stars
Hardcover. Condition: Fair. No Jacket. Condition : Fair/ very usable study copy. Ex university library with associated markings. Hard cover, no jacket. 352pp. No highlighting or annotations to text. Pages age toned. Photo on request. Seller Inventory # 943584
Stock Image
Stochastic Control of Partially Observable Systems
Published by
Cambridge University Press, 1992
ISBN 10: 052135403X
ISBN 13: 9780521354035
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 15930474-20