Titlebook: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems; Harold J. Kushner Book 1990 Birkhäuser Boston

PIZZA

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

RUPT

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

Cardiac-Output

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

观点

Mutter

紧张过度

MAIM