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Max-Plus Linear Stochastic Systems and Perturbation Analysis
Springer 2006; US$ 139.99Provides 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 in Discrete and Continuous Time
Springer 2009; US$ 49.95This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic maximum... more...
Discrete-Time Markov Jump Linear Systems
Springer 2006; US$ 119.99Combining 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...
Applied Stochastic Control of Jump Diffusions
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 47.99This text presents a rigorous yet non-technical introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. The types of control problems covered include classical stochastic control, optimal stopping, impulse control and singular control. more...
Stochastic Control of Hereditary Systems and Applications
Springer 2008; US$ 84.99This 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... more...
Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics
Springer 2010; US$ 99.99This 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... more...
Invariant Random Fields on Spaces with a Group Action
Springer 2012; US$ 84.99The author describes the current state of the art in the theory of invariant random fields. This theory is based on several different areas of mathematics, including probability theory, differential geometry, harmonic analysis, and special functions. The present volume unifies many results scattered throughout the mathematical, physical, and engineering... more...
New Trends in Control Theory
World Scientific Publishing Company 2012; US$ 192.00New Trends in Control Theory is a graduate-level monographic textbook. It is a contemporary overview of modern trends in control theory. The introductory chapter gives the geometrical and quantum background, which is a necessary minimum for comprehensive reading of the book. The second chapter gives the basics of classical control theory, both linear... more...
Frequency-Domain Analysis and Design of Distributed Control Systems
Wiley 2012; US$ 130.00This book presents a unified frequency-domain method for the analysis of distributed control systems. The following important topics are discussed by using the proposed frequency-domain method: (1) Scalable stability criteria of networks of distributed control systems; (2) Effect of heterogeneous delays on the stability of a network of distributed... more...
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