Stochastic Control of Partially Observable Systems

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Focusing on stochastic control of partially observable systems, this book highlights its significance in real-world applications where deterministic and fully observed stochastic control are merely approximations. It begins with algebraic methods for linear theory problems, progressing to nonlinear filtering theory that addresses infinite-dimensional statistics. The text emphasizes the development of approximations and perturbation methods, aiming to provide a comprehensive framework for numerical implementation in complex control scenarios.