Research Catalog

Lectures on stochastic control and nonlinear filtering / by M.H.A. Davis ; lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R. - I.I.Sc. Programme in Applications of Mathematics ; notes by K.M. Ramachandran.

Title
Lectures on stochastic control and nonlinear filtering / by M.H.A. Davis ; lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R. - I.I.Sc. Programme in Applications of Mathematics ; notes by K.M. Ramachandran.
Author
Davis, M. H. A.
Publication
Berlin ; New York : Springer-Verlag for the Tata Institute of Fundamental Research, 1984.

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Details

Additional Authors
  • Indian Institute of Science, Bangalore.
  • Ramachandran, K. M.
  • Tata Institute of Fundamental Research
Description
iii, 109 p. : ill.; 25 cm.
Series Statement
Lectures on mathematics and physics. Mathematics ; 75
Uniform Title
Lectures on mathematics and physics. Mathematics ; 75.
Alternative Title
Stochastic control and nonlinear filtering.
Subject
  • Control theory
  • Filters (Mathematics)
  • Stochastic analysis
  • Stochastic processes
Bibliography (note)
  • Bibliography: p. [106]-109.
ISBN
  • 3540133437 (Berlin)
  • 0387133437 (U.S.)
OCLC
  • 11616771
  • 13258068
Owning Institutions
Harvard Library