Download or read book Stochastic Control of Hereditary Systems and Applications written by Mou-Hsiung Chang and published by Springer Science & Business Media. This book was released on 2008-01-03 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.
Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.
Download or read book An Introduction to Differential Equations written by Anil G Ladde and published by World Scientific Publishing Company. This book was released on 2013-01-11 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1: Deterministic Modeling, Methods and Analysis For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as engineering. The advancement of knowledge in stochastic differential equations is spreading rapidly across the graduate and postgraduate programs in universities around the globe. This will be the first available book that can be used in any undergraduate/graduate stochastic modeling/applied mathematics courses and that can be used by an interdisciplinary researcher with a minimal academic background. An Introduction to Differential Equations: Volume 2 is a stochastic version of Volume 1 (“An Introduction to Differential Equations: Deterministic Modeling, Methods and Analysis”). Both books have a similar design, but naturally, differ by calculi. Again, both volumes use an innovative style in the presentation of the topics, methods and concepts with adequate preparation in deterministic Calculus. Errata Errata (32 KB)
Download or read book Quantum Stochastics written by Mou-Hsiung Chang and published by Cambridge University Press. This book was released on 2015-02-19 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigroups and processes, and large-time asymptotic behavior of quantum Markov semigroups.
Download or read book Theory of Quantum Information with Memory written by Mou-Hsiung Chang and published by Walter de Gruyter GmbH & Co KG. This book was released on 2022-08-22 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an up-to-date account of current research in quantum information theory, at the intersection of theoretical computer science, quantum physics, and mathematics. The book confronts many unprecedented theoretical challenges generated by infinite dimensionality and memory effects in quantum communication. The book will also equip readers with all the required mathematical tools to understand these essential questions.
Download or read book Optimization Methods and Applications written by Xiao-qi Yang and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at University of Ottawa in 1999. The contributions of this volume are in the areas of optimal control, non linear optimization and optimization applications. They are mainly the im proved and expanded versions of the papers selected from those presented in two special sessions of two international conferences. The first special session is Optimization Methods, which was organized by K. L. Teo and X. Q. Yang for the International Conference on Optimization and Variational Inequality, the City University of Hong Kong, Hong Kong, 1998. The other one is Optimal Control, which was organized byK. ~Teo and L. Caccetta for the Dynamic Control Congress, Ottawa, 1999. This volume is divided into three parts: Optimal Control; Optimization Methods; and Applications. The Optimal Control part is concerned with com putational methods, modeling and nonlinear systems. Three computational methods for solving optimal control problems are presented: (i) a regularization method for computing ill-conditioned optimal control problems, (ii) penalty function methods that appropriately handle final state equality constraints, and (iii) a multilevel optimization approach for the numerical solution of opti mal control problems. In the fourth paper, the worst-case optimal regulation involving linear time varying systems is formulated as a minimax optimal con trol problem.
Download or read book Control Theory Numerical Methods and Computer Systems Modelling written by A. Bensoussan and published by Springer Science & Business Media. This book was released on 2013-03-08 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Control written by N.K. Sinha and published by Elsevier. This book was released on 2014-05-23 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.
Download or read book Summaries of Projects Completed in Fiscal Year written by and published by . This book was released on 1977 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Summaries of Projects Completed in Fiscal Year written by National Science Foundation (U.S.) and published by . This book was released on 1977 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book New Trends in Optimal Filtering and Control for Polynomial and Time Delay Systems written by Michael Basin and published by Springer. This book was released on 2008-09-18 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy ?lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ?ltering equations. However, the optimal nonlinear ?nite-dimensional ?lter can be - tained in some other cases, if, for example, the state vector can take only a ?nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis?es the Riccati equation df /dx + f = x (see [15]). The complete classi?cation of the “general situation” cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear ?nite-dimensional ?lter exists, is given in [95].
Download or read book Energy Research Abstracts written by and published by . This book was released on 1978 with total page 986 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Methods for Controlled Stochastic Delay Systems written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2008-12-19 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control.
Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1974 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimators for Uncertain Dynamic Systems written by A.I. Matasov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: When solving the control and design problems in aerospace and naval engi neering, energetics, economics, biology, etc., we need to know the state of investigated dynamic processes. The presence of inherent uncertainties in the description of these processes and of noises in measurement devices leads to the necessity to construct the estimators for corresponding dynamic systems. The estimators recover the required information about system state from mea surement data. An attempt to solve the estimation problems in an optimal way results in the formulation of different variational problems. The type and complexity of these variational problems depend on the process model, the model of uncertainties, and the estimation performance criterion. A solution of variational problem determines an optimal estimator. Howerever, there exist at least two reasons why we use nonoptimal esti mators. The first reason is that the numerical algorithms for solving the corresponding variational problems can be very difficult for numerical imple mentation. For example, the dimension of these algorithms can be very high.
Download or read book An Introduction to Linear Control Systems written by Thomas E. Fortmann and published by CRC Press. This book was released on 1977-10-01 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt:
