PIZZA 发表于 2025-3-28 17:43:17

Book 1990portant 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 fun

竖琴 发表于 2025-3-28 22:00:20

http://reply.papertrans.cn/103/10214/1021353/1021353_42.png

RUPT 发表于 2025-3-29 01:49:00

The Nonlinear Filtering Problem,rd task. The possibility of using some sort of averaging method, such as in Chapter 4, to get a simpler filter (say, one for an averaged system) is quite appealing. One would use the filter for the averaged system, but the input would be the true physical observations .(•).

骗子 发表于 2025-3-29 04:46:50

http://reply.papertrans.cn/103/10214/1021353/1021353_44.png

Cardiac-Output 发表于 2025-3-29 07:15:11

Controlled Stochastic Differential Equations,trol” for deterministic problems and shows how to use them to prove the existence of an optimal control. It is also shown that these “generalized” or relaxed controls can be approximated by piecewise constant ordinary controls.

诱使 发表于 2025-3-29 12:48:44

http://reply.papertrans.cn/103/10214/1021353/1021353_46.png

观点 发表于 2025-3-29 18:48:30

http://reply.papertrans.cn/103/10214/1021353/1021353_47.png

Mutter 发表于 2025-3-29 22:52:47

http://reply.papertrans.cn/103/10214/1021353/1021353_48.png

紧张过度 发表于 2025-3-30 01:38:37

http://reply.papertrans.cn/103/10214/1021353/1021353_49.png

MAIM 发表于 2025-3-30 05:15:39

http://reply.papertrans.cn/103/10214/1021353/1021353_50.png
页: 1 2 3 4 [5] 6 7
查看完整版本: Titlebook: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems; Harold J. Kushner Book 1990 Birkhäuser Boston