Stochastic Models of Control and Economic Dynamics (Economic Theory, Econometrics, and Mathematical Economics)

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9780120620807: Stochastic Models of Control and Economic Dynamics (Economic Theory, Econometrics, and Mathematical Economics)

This book is devoted to a specific problem in the general theory of automatic control -- sequential control under conditions of incomplete information. The main results concern the case in which at each moment of (continuous) time only a finite number of controls are admissible and the results of control action are represented by realizations of random variables whose distributions at a given control correspond to one of several alternative hypotheses. The analysis is conducted in a Bayesian framework.

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Language Notes:

Text: English (translation)
Original Language: Russian

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Arkin, V. I.; Evstigneev, I. V.
Published by Academic Press (1987)
ISBN 10: 0120620804 ISBN 13: 9780120620807
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Arkin, V. I.; Evstigneev, I. V.
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Arkin, V. I.; Evstigneev, I. V.
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Book Description Academic Press, 1987. Hardcover. Book Condition: Fine. 8vo. 216 pp. Economic Theory, Econometrics, and Mathematical Economics. M47. Bookseller Inventory # 65509

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Arkin, V. I.; Evstigneev, I. V.
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