Items related to Weak Convergence Methods and Singularly Perturbed Stochastic...
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications) - Softcover
Synopsis
The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Weak Convergence Methods and Singularly Perturbed Stochastic...
Stock Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (eng)
Print on DemandSeller: Brook Bookstore On Demand, Napoli, NA, Italy
Seller rating 5 out of 5 stars
Condition: new. Questo è un articolo print on demand. Seller Inventory # FUCIU95A5V
Buy New
£ 40.70
£ 4.70 shipping
Ships from Italy to U.S.A.
Ships from Italy to U.S.A.
Quantity: Over 20 available
Stock Image
Weak Convergence Methods and Singularly Perturbed
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service. Seller Inventory # POD-91849
Stock Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781461288381_new
Buy New
£ 50.80
£ 11.98 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Published by
Birkhäuser, Birkhäuser Okt 2011, 2011
ISBN 10: 146128838X
ISBN 13: 9781461288381
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem). 256 pp. Englisch. Seller Inventory # 9781461288381
Stock Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. 2011. Softcover reprint of the original 1st ed. 1990. paperback. . . . . . Seller Inventory # V9781461288381
Stock Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. 2011. Softcover reprint of the original 1st ed. 1990. paperback. . . . . . Books ship from the US and Ireland. Seller Inventory # V9781461288381
Seller Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4191392
Buy New
£ 42.59
£ 41.88 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Seller Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Published by
Birkhäuser, Birkhäuser Okt 2011, 2011
ISBN 10: 146128838X
ISBN 13: 9781461288381
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 256 pp. Englisch. Seller Inventory # 9781461288381
Seller Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem). Seller Inventory # 9781461288381
Stock Image
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book. Seller Inventory # ERICA773146128838X6