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9780817634377 - Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems di Kushner, Harold (23 risultati)
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)
Da: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
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Condizione: Fine. *Price HAS BEEN REDUCED by 10% until Monday, June 15 (SALE item)* 234 pp., Hardcover, previous owner's name to the front free endpaper, else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Hardcover. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 256.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Hardback or Cased Book)
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Hardback or Cased Book. Condizione: New. Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems. Book.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Condizione: New. 1990. Hardcover. . . . . . Books ship from the US and Ireland.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications, Vol. 3)
Da: Antiquariat Bernhardt, Kassel, Germania
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Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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).
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Lingua: Inglese
Editore: Birkhäuser Boston Mai 1990, 1990
ISBN 10: 0817634371 ISBN 13: 9780817634377
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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). 260 pp. Englisch.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Da: Majestic Books, Hounslow, Regno Unito
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Aggiungi al carrelloCondizione: New. Print on Demand pp. 256 9:B&W 6 x 9 in or 229 x 152 mm Case Laminate on Creme w/Gloss Lam.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
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Aggiungi al carrelloHardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Lingua: Inglese
Editore: Birkhäuser, Birkhäuser Mai 1990, 1990
ISBN 10: 0817634371 ISBN 13: 9780817634377
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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EUR 53,49
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Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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).Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 256 pp. Englisch.
