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Cover of Stochastic Control of Partially Observable Systems

Stochastic Control of Partially Observable Systems

by Alain Bensoussan, Bensoussan Alain

Cambridge University Press

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9780521611978
ISBN-10
0521611970
Authors
Alain Bensoussan, Bensoussan Alain
Condition
New
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