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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

Original price was: $38.49.Current price is: $19.42.

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Availability: 96 in stock

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The book deals with several closely related topics concerning approximations and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of shastic 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 proble…

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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering ProblemsWeak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Original price was: $38.49.Current price is: $19.42.

Availability: 96 in stock