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Stochastic Systems

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Stochastic Systems Synopsis

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area.

This book provides:

  • Succinct and rigorous treatment of the foundations of stochastic control.
  • A unified approach to filtering, estimation, prediction, and stochastic and adaptive cools
  • The conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.

About This Edition

ISBN: 9781611974256
Publication date:
Author: P R Kumar, P P Varaiya, Society for Industrial and Applied Mathematics
Publisher: Society for Industrial and Applied Mathematics an imprint of SIAM - Society for Industrial and Applied Mathematics
Format: Paperback
Pagination: 375 pages
Series: Classics in Applied Mathematics
Genres: Stochastics

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