
Stochastic Control of Partially Observable Systems
Alain Bensoussan, Bensoussan Alain
₹5,489

by Alain Bensoussan, Giuseppe Da Prato, Michel C. Delfour
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This reorganized, revised, and expanded edition of a two-volume set is a self-contained account of quadratic cost optimal control for a large class of infinite dimensional systems. The study of this problem shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability, stabilizability, and detectability.
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