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Stochastic control theory
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  • Discrete-Time Markov Jump Linear Systemsby O.L.V. Costa; M.D. Fragoso; R.P. Marques

    Springer 2005; US$ 129.00

    Combining probability and operator theory, this book provides a unified treatment of results for control theory of discrete jump linear systems, which are used in these areas of application. It is designed for experts in linear systems with Markovian jump parameters. It presents stochastic control problems for which explicit solution is possible. more...

  • Max-Plus Linear Stochastic Systems and Perturbation Analysisby Bernd F. Heidergott

    Springer 2006; US$ 149.00

    Provides a treatment of the theory of stochastic max-plus linear systems. This book addresses modeling issues and stability theory for stochastic max-plus systems. It also treats perturbation analysis of max-plus systems: a calculus for differentiation of max-plus systems is developed. more...

  • Stochastic Control of Hereditary Systems and Applicationsby Mou-Hsiung Chang

    Springer 2008; US$ 89.95

    This research 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 research reference for researchers and advanced graduate students who have special interest in optimal control theory and applications of stochastic hereditary systems. more...

  • Stochastic Distribution Control System Designby Lei Guo; Hong Wang

    Springer 2010; US$ 129.00

    Stochastic distribution control (SDC) systems are widely seen in practical industrial processes, the aim of the controller design being generation of output probability density functions for non-Gaussian systems. Examples of SDC processes are: particle-size-distribution control in chemical engineering, flame-distribution control in energy generation and combustion engines, steel and film production, papermaking and general quality data distribution control for various industries. SDC is different from well-developed forms of stochastic control like minimum-variance and linear-quadratic-Gaussian control, in which the aim is limited to the design of controllers for the output mean and variances. An important recent development in SDC-related... more...

  • Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristicsby Chang-Hee Won; Cheryl B. Schrader; Anthony N. Michel

    Springer 2009; US$ 114.00

    This volume - dedicated to Michael K. Sain on the occasion of his seventieth birthday - is a collection of chapters covering recent advances in stochastic optimal control theory and algebraic systems theory. Written by experts in their respective fields, the chapters are thematically organized into four parts: Part I focuses on statistical control theory, where the cost function is viewed as a random variable and performance is shaped through cost cumulants. In this respect, statistical control generalizes linear-quadratic-Gaussian and H-infinity control. Part II addresses algebraic systems theory, reviewing the use of algebraic systems over semirings, modules of zeros for linear multivariable systems, and zeros in linear time-delay systems.... more...

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