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…
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Produktdetails
- ISBN: 978-1-4612-8838-1
- EAN: 9781461288381
- Produktnummer: 15467457
- Verlag: Birkhäuser Boston
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 256 S.
- Masse: H22.9 cm x B15.2 cm x D1.3 cm 376 g
- Auflage: Softcover reprint of the original 1st ed. 1990
- Abbildungen: Paperback
- Gewicht: 376
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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CHF 88.50
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