Optimization of Stochastic Systems: Topics in Discrete-Time Systems

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

Author(s): Masanao Aoki (Eds.)
Series: Mathematics in Science and Engineering 32
Publisher: Academic Press
Year: 1967

Language: English
Pages: v-vii, ix-xi, 1-354

Content:
Edited by
Page v

Copyright page
Page vi

Dedication
Page vii

Preface
Pages ix-xi
Masanao Aoki

Chapter I Introduction
Pages 1-19

Chapter II Optimal Bayesian Control of General Stochastic Dynamic Systems
Pages 20-80

Chapter III Adaptive Control Systems and Optimal Bayesian Control Policies
Pages 81-127

Chapter IV Optimal Bayesian Control of Partially Observed Markovian Systems
Pages 128-153

Chapter V Problem of Estimation
Pages 154-196

Chapter VI Convergence Questions in Bayesian Optimization Problems
Pages 197-222

Chapter VII Approximations
Pages 223-281

Chapter VIII Stochastic Stability
Pages 282-290

Chapter IX Miscellany
Pages 291-308

Appendix I Some Useful Definitions, Facts, and Theorems from Probability Theory
Pages 309-317

Appendix II Pseudoinverse
Pages 318-324

Appendix III Multidimensional Normal Distributions
Pages 325-332

Appendix IV Sufficient Statistics
Pages 333-338

Bibliography
Page 339

References
Pages 339-346

List of Symbols
Pages 347-348

Author Index
Pages 349-351

Subject Index
Pages 352-354