TY  - BOOK
AU  - Benssoussan,Alain
TI  - Stochastic control of partially observable systems
SN  - 052135403X
PY  - 1992///
CY  - Cambridge : 
PB  - Cambridge University Press, 
KW  - CONTROL
KW  - CONTROL ESTOCASTICO
N1  - 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
ER  -