Variance-Constrained Multi-Objective Stochastic Control And Filtering

Variance-Constrained Multi-Objective Stochastic Control And Filtering

Variance-Constrained Multi-Objective Stochastic Control And Filtering

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Variance-Constrained Multi-Objective Stochastic Control And Filtering

Unifies existing and emerging concepts concerning multi-objective control and stochastic control with engineering-oriented phenomena. This book establishes a unified theoretical framework for control and filtering problems for a class of discrete-time nonlinear stochastic systems with consideration to performance.