Weak convergence methods and singularly perturbed stochastic control and filtering problems
By: Harold J. Kushner.
Series: Systems & control ;; v. 3
Publisher: Birkhäuser; Birkh�user Boston
Published: 1990
Place of publication: Boston
Language: eng
Number of pages: 233
Subjects: Stochastic control theory.; Filters (Mathematics); Convergence.
Notes: Includes bibliographical references (p. [219]-224) and index.