Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
Pages: 245
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
Pages: 233
Authors: Harold J. Kushner
Categories: Control theory
Type: BOOK - Published: 1990-01-01 - Publisher:

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Weak Convergence Methods and Singularly Pertubed Stochastic Control and Filtering Problems
Language: en
Pages:
Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory
Language: en
Pages: 296
Authors: Harold Joseph Kushner
Categories: Computers
Type: BOOK - Published: 1984 - Publisher: MIT Press

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Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of app
Numerical Methods for Stochastic Control Problems in Continuous Time
Language: en
Pages: 480
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2013-11-27 - Publisher: Springer Science & Business Media

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Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de