Stochastic Control of Partially Observable Systems

Alain (Universite de Paris IX (Paris-Dauphine)) Bensoussan

Cambridge University Press, 2004

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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.

ISBN-13
9780521611978
ISBN-10
0521611970
Publisher
Cambridge University Press
Year
2004
Publication date
2004-11-11
Pages
364
Dimensions
247x189x23
Weight
698