Stochastic Control of Partially Observable Systems (English, Alain Bensoussan | Bensoussan Alain)
by Alain Bensoussan | Bensoussan Alain
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About the Book
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 th…
ISBN: 9780521611978
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