Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems / Harold J. Kushner

• Autore: Kushner, Harold J.
• Pubblicazione: Boston, : Birkhäuser, 1990
• Descrizione fisica: xvii, 233 p. ; 24 cm
• Soggetto topico: 60-XX - Probability theory and stochastic processes [MSC 2020]; 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020]; 93-XX - Systems theory; control [MSC 2020]; 93C70 - Time-scale analysis and singular perturbations in control/observation systems [MSC 2020]; 93E11 - Filtering in stochastic control theory [MSC 2020]; 93E20 - Optimal stochastic control [MSC 2020]
• Soggetto non controllato: Average; Diffusion Processes; Equations; Filtering problems; Finite; Functions; Martingales; Stochastic processes; Variables
• Titolo autorizzato: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00286704
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-1-4612-4482-0
• Serie: Systems & control: foundations & applications Boston [etc.] . -Birkhäuser , 1989-