Download or read book Techniques in Discrete Time Stochastic Control Systems written by and published by Academic Press. This book was released on 1995-10-20 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Previous Volumes"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE GROUP CORRESPONDANCE"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."-CONTROL

Download or read book Backward Stochastic Differential Equations written by N El Karoui and published by CRC Press. This book was released on 1997-01-17 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.

Download or read book Foundations of Deterministic and Stochastic Control written by Jon H. Davis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel.... Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems.... [T]he book presents in a clear way important concepts of control theory and can be used for teaching." —Zentralblatt Math "This is a textbook intended for use in courses on linear control and filtering and estimation on (advanced) levels. Its major purpose is an introduction to both deterministic and stochastic control and estimation. Topics are treated in both continuous time and discrete time versions.... Each chapter involves problems and exercises, and the book is supplemented by appendices, where fundamentals on Hilbert and Banach spaces, operator theory, and measure theoretic probability may be found. The book will be very useful for students, but also for a variety of specialists interested in deterministic and stochastic control and filtering." —Applications of Mathematics "The strength of the book under review lies in the choice of specialized topics it contains, which may not be found in this form elsewhere. Also, the first half would make a good standard course in linear control." —Journal of the Indian Institute of Science

Download or read book Stochastic Optimal Control written by Dimitri P. Bertsekas and published by . This book was released on 1961 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Optimal Control written by Zoran Gajic and published by CRC Press. This book was released on 2018-10-03 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control algorithms for both continuous-time and discrete-time weakly coupled systems, using deterministic as well as stochastic formulations. This book presents numerous applications to real world systems from various industries, including aerospace, and discusses the design of subsystem-level optimal filters. Organized into independent chapters for easy access to the material, this text also contains several case studies, examples, exercises, computer assignments, and formulations of research problems to help instructors and students.

Download or read book Numerical Methods in Economics written by Kenneth L. Judd and published by MIT Press. This book was released on 1998-09-28 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A website contains supplementary material including programs and answers to exercises.

Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2006 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1974 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Markov Models Optimization written by M.H.A. Davis and published by Routledge. This book was released on 2018-02-19 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a radically new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called Piecewise-Deterministic Processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space. This formulation includes an enormous variety of applied problems in engineering, operations research, management science and economics as special cases; examples include queueing systems, stochastic scheduling, inventory control, resource allocation problems, optimal planning of production or exploitation of renewable or non-renewable resources, insurance analysis, fault detection in process systems, and tracking of maneuvering targets, among many others. The first part of the book shows how these applications lead to the PDP as a system model, and the main properties of PDPs are derived. There is particular emphasis on the so-called extended generator of the process, which gives a general method for calculating expectations and distributions of system performance functions. The second half of the book is devoted to control theory for PDPs, with a view to controlling PDP models for optimal performance: characterizations are obtained of optimal strategies both for continuously-acting controllers and for control by intervention (impulse control). Throughout the book, modern methods of stochastic analysis are used, but all the necessary theory is developed from scratch and presented in a self-contained way. The book will be useful to engineers and scientists in the application areas as well as to mathematicians interested in applications of stochastic analysis.

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 Technical Abstract Bulletin written by and published by . This book was released on 1967 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book CONTROL SYSTEMS ROBOTICS AND AUTOMATION Volume II written by Heinz Unbehauen and published by EOLSS Publications. This book was released on 2009-10-11 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Encyclopedia of Control Systems, Robotics, and Automation is a component of the global Encyclopedia of Life Support Systems EOLSS, which is an integrated compendium of twenty one Encyclopedias. This 22-volume set contains 240 chapters, each of size 5000-30000 words, with perspectives, applications and extensive illustrations. It is the only publication of its kind carrying state-of-the-art knowledge in the fields of Control Systems, Robotics, and Automation and is aimed, by virtue of the several applications, at the following five major target audiences: University and College Students, Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.

Download or read book CONTROL SYSTEMS ROBOTICS AND AUTOMATION Volume I written by Heinz Unbehauen and published by EOLSS Publications. This book was released on 2009-10-11 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Encyclopedia of Control Systems, Robotics, and Automation is a component of the global Encyclopedia of Life Support Systems EOLSS, which is an integrated compendium of twenty one Encyclopedias. This 22-volume set contains 240 chapters, each of size 5000-30000 words, with perspectives, applications and extensive illustrations. It is the only publication of its kind carrying state-of-the-art knowledge in the fields of Control Systems, Robotics, and Automation and is aimed, by virtue of the several applications, at the following five major target audiences: University and College Students, Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.

Download or read book Statistics of Random Processes written by Robert Liptser and published by Springer Science & Business Media. This book was released on 2001 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.

Download or read book Encyclopaedia of Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 1988 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: V.1. A-B v.2. C v.3. D-Feynman Measure. v.4. Fibonaccimethod H v.5. Lituus v.6. Lobachevskii Criterion (for Convergence)-Optical Sigman-Algebra. v.7. Orbi t-Rayleigh Equation. v.8. Reaction-Diffusion Equation-Stirling Interpolation Fo rmula. v.9. Stochastic Approximation-Zygmund Class of Functions. v.10. Subject Index-Author Index.