Deterministic Optimal Control Given Only A Partial Observation Of The Initial State
DOWNLOAD
Download Deterministic Optimal Control Given Only A Partial Observation Of The Initial State PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Deterministic Optimal Control Given Only A Partial Observation Of The Initial State book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Deterministic And Stochastic Optimal Control
DOWNLOAD
Author : Wendell H. Fleming
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Deterministic And Stochastic Optimal Control written by Wendell H. Fleming and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.
Variational Methods In Geosciences
DOWNLOAD
Author : Y.K. Sasaki
language : en
Publisher: Elsevier
Release Date : 2012-12-02
Variational Methods In Geosciences written by Y.K. Sasaki and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-02 with Science categories.
The last few decades have seen a spectacular growth in the use of variational methods, one of the most classic and elegant methods in physical and mathematical sciences, as powerful tools of optimization and numerical analysis.The tremendous accumulation of information on the use of variational methods in the area of the geosciences, which includes meteorology, oceanography, hydrology, geophysics and seismology, indicated the need for the first symposium on Variational Methods in Geosciences to be organized and held in Norman on October 15-17, 1985. The value of this symposium was enhanced by the number of stimulating and informative papers presented.
Deterministic And Stochastic Optimal Control
DOWNLOAD
Author : Wendell Helms Fleming
language : en
Publisher:
Release Date : 1975
Deterministic And Stochastic Optimal Control written by Wendell Helms Fleming and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Control theory categories.
"The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion processes. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle"--Publisher description.
Foundations Of Deterministic And Stochastic Control
DOWNLOAD
Author : Jon H. Davis
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Foundations Of Deterministic And Stochastic Control written by Jon H. Davis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained, and consists of a wide range of topics that include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. In the early chapters methods based on Wiener--Hopf integral equations are utilized. The fundamentals of both linear control systems as well as stochastic control are presented in a unique way so that the methods generalize to a useful class of distributed parameter and nonlinear system models. The control of distributed parameter systems (systems governed by PDEs) is based on the framework of linear quadratic Gaussian optimization problems. Additionally, the important notion of state space modeling of distributed systems is examined. Basic results due to Gohberg and Krein on convolution are given and many results are illustrated with some examples that carry throughout the text. The standard linear regulator problem is studied in the continuous and discrete time cases, followed by a discussion of (dual) filtering problems. Later chapters treat the stationary regulator and filtering problems using a Wiener--Hopf approach. This leads to spectral factorization problems and useful iterative algorithms that follow naturally from the methods employed. The interplay between time and frequency domain approaches is emphasized. "Foundations of Deterministic and Stochastic Control" is geared primarily towards advanced mathematics and engineering students in various disciplines.
Proceedings Of The Inernational Conference On Control And Information 1995
DOWNLOAD
Author : Wing Shing Wong
language : en
Publisher: Chinese University Press
Release Date : 1995-06-22
Proceedings Of The Inernational Conference On Control And Information 1995 written by Wing Shing Wong and has been published by Chinese University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-06-22 with Computers categories.
Deterministic Optimal Control Given Only A Partial Observation Of The Initial State
DOWNLOAD
Author : J. C. Allwright
language : en
Publisher:
Release Date : 1980
Deterministic Optimal Control Given Only A Partial Observation Of The Initial State written by J. C. Allwright and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with categories.
Mathematical Modeling Of Random And Deterministic Phenomena
DOWNLOAD
Author : Solym Mawaki Manou-Abi
language : en
Publisher: John Wiley & Sons
Release Date : 2020-02-25
Mathematical Modeling Of Random And Deterministic Phenomena written by Solym Mawaki Manou-Abi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-25 with Mathematics categories.
This book highlights mathematical research interests that appear in real life, such as the study and modeling of random and deterministic phenomena. As such, it provides current research in mathematics, with applications in biological and environmental sciences, ecology, epidemiology and social perspectives. The chapters can be read independently of each other, with dedicated references specific to each chapter. The book is organized in two main parts. The first is devoted to some advanced mathematical problems regarding epidemic models; predictions of biomass; space-time modeling of extreme rainfall; modeling with the piecewise deterministic Markov process; optimal control problems; evolution equations in a periodic environment; and the analysis of the heat equation. The second is devoted to a modelization with interdisciplinarity in ecological, socio-economic, epistemological, demographic and social problems. Mathematical Modeling of Random and Deterministic Phenomena is aimed at expert readers, young researchers, plus graduate and advanced undergraduate students who are interested in probability, statistics, modeling and mathematical analysis.
Numerical Solution Of Stochastic Differential Equations
DOWNLOAD
Author : Peter E. Kloeden
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Numerical Solution Of Stochastic Differential Equations written by Peter E. Kloeden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems.
Stochastic Processes Finance And Control
DOWNLOAD
Author : Robert J. Elliot
language : en
Publisher: World Scientific
Release Date : 2012
Stochastic Processes Finance And Control written by Robert J. Elliot and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent scholars in the fields of stochastic processes, filtering and control, as well as their applications to mathematical finance It presents cutting edge developments in these fields and is a valuable source of references for researchers, graduate students and market practitioners in mathematical finance and financial engineering Topics include the theory of stochastic processes, differential and stochastic games, mathematical finance, filtering and control.
Stochastic Modelling And Control
DOWNLOAD
Author : Mark Davis
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-08
Stochastic Modelling And Control written by Mark Davis and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-08 with Social Science categories.
This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The results presented are of wide applica bility in control engineering, operations research, econometric modelling and many other areas. There are two distinct approaches to mathematical modelling of physical systems: a direct analysis of the physical mechanisms that comprise the process, or a 'black box' approach based on analysis of input/output data. The second approach is adopted here, although of course the properties ofthe models we study, which within the limits of linearity are very general, are also relevant to the behaviour of systems represented by such models, however they are arrived at. The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at least approximately) linear and where additive random dis turbances are also present, so that the behaviour of the system must be investigated by statistical methods. After a preliminary chapter summarizing elements of probability and linear system theory, we introduce in Chapter 2 some general linear stochastic models, both in input/output and state-space form. Chapter 3 concerns filtering theory: estimation of the state of a dynamical system from noisy observations. As well as being an important topic in its own right, filtering theory provides the link, via the so-called innovations representation, between input/output models (as identified by data analysis) and state-space models, as required for much contemporary control theory.