| 书目名称 | Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems |
| 编辑 | Harold J. Kushner |
| 视频video | |
| 丛书名称 | Systems & Control: Foundations & Applications |
| 图书封面 |  |
| 描述 | 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 inte |
| 出版日期 | Book 1990 |
| 关键词 | Finite; Martingale; Variable; average; diffusion process; equation; filtering problem; function; stochastic |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4612-4482-0 |
| isbn_softcover | 978-1-4612-8838-1 |
| isbn_ebook | 978-1-4612-4482-0Series ISSN 2324-9749 Series E-ISSN 2324-9757 |
| issn_series | 2324-9749 |
| copyright | Birkhäuser Boston 1990 |
发表于 2025-3-21 16:56:44
