Networked Non-linear Stochastic Time-Varying Systems: Analysis and Synthesis copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced comp...Loe edasi...
This monograph presents a mathematically rigorous and accessible treatment of the interaction between information, decision, control, and probability in single-agent and multi-agent systems. The book provides a comprehensive and unified theory of...Loe edasi...
It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs with random coefficients in infinite dimensions; the same problem but in finite dimensions was addressed very recently. This paper is devoted to giving a so...Loe edasi...
This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics,...Loe edasi...
This edited volume comprises invited contributions from world-renowned researchers in the subject of stochastic control and inverse problems. There are several contributions on stochastic optimal control and stochastic inverse problems covering di...Loe edasi...
The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and de...Loe edasi...
This book details the designing of hybrid control strategies for practical systems containing time varying uncertainties, disturbances, nonlinearities, unknown parameters, unmodelled dynamics, delays, etc., concurrently. In this book, the advantag...Loe edasi...
Onésimo Hernández-Lerma, Leonardo R. Laura-Guarachi, Saul Mendoza-Palacios, David González-Sánchez
Sari: Texts in Applied Mathematics
(Ilmumisaeg: 23-Feb-2023, Hardback, Kirjastus: Springer International Publishing AG, ISBN-13: 9783031211386)
This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics,...Loe edasi...
The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and de...Loe edasi...
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control sy...Loe edasi...
This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from bo...Loe edasi...
This book details the designing of hybrid control strategies for practical systems containing time varying uncertainties, disturbances, nonlinearities, unknown parameters, unmodelled dynamics, delays, etc., concurrently. In this book, the advantag...Loe edasi...
Develops a mathematical theory for finance, based on an intuitive absence-of-arbitrage principle. This posits that it should not be possible to fund a non-trivial liability, starting with initial capital arbitrarily near zero. The principle is easy-...Loe edasi...
Mathematicians offer insights into mean field game theory, which two groups of researchers initiated about 15 years ago at the intersection between mathematics and complex systems. Nine papers cover an overview of the theory of mean field games,...Loe edasi...
The inverse problem of identifying random parameters and random initial/boundary conditions in stochastic partial differential equations is a vibrant and emerging research domain that has found numerous applications. Another related problem that als...Loe edasi...
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control sy...Loe edasi...
