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· 제목 : Stochastic Control of Partially Observable Systems (Paperback) 
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9780521611978
· 쪽수 : 364쪽
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9780521611978
· 쪽수 : 364쪽
목차
Preface; 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 observation; 8. Stochastic maximum principle and dynamic programming for systems with partial observation; 9. Existence results for stochastic control problems with partial information; References; Index.
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