Name: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
SKU: 58125143
Price: 1850.00 TWD
Availability: InStock
Author: Kushner, Harold
ISBN: 9781461288381

portada Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

Type

Physical Book

Author

Harold Kushner

Publisher

Birkhauser

Language

English

Pages

234

Format

Paperback

Dimensions

22.9x15.2x1.4 cm

Weight

0.34 kg.

ISBN13

9781461288381

Synopsis "Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems"

The book deals with several closely related topics concerning approxima- tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con- vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica- tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g., as in the nonlinear filtering problem).

Customers reviews

Have you read this book? Login to add your review.

More customer reviews

0% (0)
0% (0)
0% (0)
0% (0)
0% (0)

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems - Kushner, Harold

Synopsis "Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems"

Customers reviews

Frequently Asked Questions about the Book

Is the book original?

In what language is the book written?

What is the format of this book?

Questions and Answers about the Book

Opinions about Bookdelivery