Stochastic control theory

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New Trends in Control Theory
World Scientific Publishing Company (2012)

New Trends in Control Theory is a graduate-level monographic textbook. It is a contemporary overview...

Frequency-Domain Analysis and Design of Distributed Control Systems
Wiley (2012)

This book presents a unified frequency-domain method for the analysis of distributed control...

Applied Stochastic Control of Jump Diffusions
Springer Berlin Heidelberg (2006)

Here is a rigorous introduction to solution methods of stochastic control problems for jump...

Invariant Random Fields on Spaces with a Group Action
Springer Berlin Heidelberg (2012)

This book unifies much research scattered in the literature, and introduces new results first proved...

Control Theory and Related Topics: In Memory of Professor Xunjing Li
World Scientific Publishing Company (2007)

Xunjing Li (1935–2003) was a pioneer in control theory in China. He was known in the Chinese...

Stochastic Control of Hereditary Systems and Applications
Springer New York (2008)

This research monograph develops the Hamilton-Jacobi-Bellman theory, a very active research area. It...

Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints

Stochastic Networked Control Systems

Stabilization and Optimization under Information Constraints

Springer New York (2013)

This book lays a comprehensive theoretical foundation for the study of networked control systems,...

Max-Plus Linear Stochastic Systems and Perturbation Analysis

During the last decade, the area of stochastic max-plus linear systems has witnessed a rapid...

Stochastic Control in Discrete and Continuous Time
Springer US (2010)

This book is a comprehensive introduction to stochastic control problems in both discrete and...

Discrete-Time Markov Jump Linear Systems
Springer London (2006)

Safety critical and high-integrity systems, such as industrial plants and economic systems can be...