Download the fantastic book titled Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems written by Harold Kushner, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems", which was released on 06 December 2012. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Mathematics genre.
Summary of Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems by Harold Kushner PDF
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).
Detail About Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems PDF
- Author : Harold Kushner
- Publisher : Springer Science & Business Media
- Genre : Mathematics
- Total Pages : 245 pages
- ISBN : 146124482X
- Release Date : 06 December 2012
- PDF File Size : 11,8 Mb
- Language : English
- Rating : 4/5 from 21 reviews
Clicking on the GET BOOK button will initiate the downloading process of Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems by Harold Kushner. This book is available in ePub and PDF format with a single click unlimited downloads.
