Stochastic control of partially observable systems
Tipo de material:
TextoDetalles de publicación: Cambridge : Cambridge University Press, 1992.Descripción: 352 pISBN: - 052135403X
Contenidos:
1. Linear filtering theory;2. Optimal stochastic control for linear dynamic systems with quadratic payoff;3. Optimal control of linear stochastic systems with an exponential-of-integral performance index;4. Non linear filtering theory;5. Perturbation methods in non linear filtering;6. Some explicit solutions of the Zakai equation;7. Some explicit controls for systems with partial information when ... is bounded;8. Stochastic maximum principle and dynamic programming for systems with partial observation;9. Existence results for stochastic control problems with partial information
Libro
| Biblioteca actual | Signatura topográfica | Estado | Fecha de vencimiento | Código de barras | |
|---|---|---|---|---|---|
| Koha Ingenieria | 681.5 BEN - Bloque 23 (Navegar estantería(Abre debajo)) | Disponible | 29569 |
1. Linear filtering theory;2. Optimal stochastic control for linear dynamic systems with quadratic payoff;3. Optimal control of linear stochastic systems with an exponential-of-integral performance index;4. Non linear filtering theory;5. Perturbation methods in non linear filtering;6. Some explicit solutions of the Zakai equation;7. Some explicit controls for systems with partial information when ... is bounded;8. Stochastic maximum principle and dynamic programming for systems with partial observation;9. Existence results for stochastic control problems with partial information
29569 COM
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