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…
Mehr
CHF 88.50
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
V210:
Noch nicht erschienen, Januar 2022
Produktdetails
- ISBN: 978-1-4612-4482-0
- EAN: 9781461244820
- Produktnummer: 38233855
- Verlag: Birkhäuser Boston
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 234 S.
- Plattform: PDF
- Auflage: 1990
56 weitere Werke von Harold Kushner:
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
Ebook (PDF Format)
CHF 88.50
Bewertungen
Anmelden