Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems by Harold Kushner

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

Systems & Control: Foundations & Applications

Harold Kushner

234 pages missing pub info (editions)

nonfiction mathematics science technology
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Description

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 syst...

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