Stochastic Control of Partially Observable Systems
By (author) Alain Bensoussan
Normal Price: $96.95
Your Price: $87.26 AUD, inc. GST
Shipping: $7.95 per order
You Save: $9.69! (10% off normal price)
Plus...earn $4.36 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Stochastic Control of Partially Observable Systems by Alain Bensoussan
Book DescriptionThe 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 the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed.
Buy Stochastic Control of Partially Observable Systems book by Alain Bensoussan from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521611978
(247mm x 174mm x 19mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 11-Nov-2004
Country of Publication: United Kingdom
Books By Author Alain Bensoussan
Mathematical Modelling and Numerical Methods in Finance, Hardback (December 2008)» View all books by Alain Bensoussan
Mathematical Finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. This book addresses the three aspects in the field: mathematical models, computational methods, and applications.
» Have you read this book? We'd like to know what you think about it - write a review about Stochastic Control of Partially Observable Systems book by Alain Bensoussan and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2017. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.