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Stochastic Control of Partially Observable Systems by Alain Bensoussan, Paperback | Indigo Chapters

From Alain Bensoussan

Current price: $73.95
Stochastic Control of Partially Observable Systems by Alain Bensoussan, Paperback | Indigo Chapters
Stochastic Control of Partially Observable Systems by Alain Bensoussan, Paperback | Indigo Chapters

From Alain Bensoussan

Stochastic Control of Partially Observable Systems by Alain Bensoussan, Paperback | Indigo Chapters

Current price: $73.95
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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. | Stochastic Control of Partially Observable Systems by Alain Bensoussan, Paperback | Indigo Chapters

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