Hybrid Switching Diffusions
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Hybrid Switching Diffusions
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Author : G. George Yin
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-10-03
Hybrid Switching Diffusions written by G. George Yin 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 2009-10-03 with Mathematics categories.
This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of random environments. Displaying mixture distributions, switching di usions may be described by the associated operators or by systems of stochastic di erential eq- tions together with the probability transition laws of the switching actions. We either have Markov-modulated switching di usions or processes with continuous state-dependent switching. The latter turns out to be much more challenging to deal with. Viewing the hybrid di usions as a number of di usions joined together by the switching process, they may be se- ingly not much di erent from their di usion counterpart. Nevertheless, the underlying problems become more di cult to handle, especially when the switching processes depend on continuous states. The di culty is due to the interaction of the discrete and continuous processes and the tangled and hybrid information pattern.
Hybrid Systems Computation And Control
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Author : Rajeev Alur
language : en
Publisher: Springer
Release Date : 2004-02-24
Hybrid Systems Computation And Control written by Rajeev Alur and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-24 with Computers categories.
This volume contains the proceedings of the 7th Workshop on Hybrid Systems: Computation and Control (HSCC 2004) held in Philadelphia, USA, from March 25 to 27, 2004. The annual workshop on hybrid systems attracts researchers from academia and industry interested in modeling, analysis, and implemen- tion of dynamic and reactive systems involving both discrete and continuous behaviors. The previous workshops in the HSCC series were held in Berkeley, USA(1998),Nijmegen,TheNetherlands(1999),Pittsburgh,USA(2000),Rome, Italy (2001), Palo Alto, USA (2002), and Prague, Czech Republic (2003). This year’s HSCC was organized in cooperation with ACM SIGBED (Special Interest Group on Embedded Systems) and was technically co-sponsored by the IEEE Control Systems Society. The program consisted of 4 invited talks and 43 regular papers selected from 117 regular submissions. The program covered topics such as tools for analysis and veri?cation, control and optimization, modeling, and engineering applica- ons, as in past years, and emerging directions in programming language support and implementation. The program also contained one special session focusing on the interplay between biomolecular networks, systems biology, formal methods, andthecontrolofhybridsystems.
Large Scale Scientific Computing
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Author : Ivan Lirkov
language : en
Publisher: Springer
Release Date : 2018-01-10
Large Scale Scientific Computing written by Ivan Lirkov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-10 with Computers categories.
This book constitutes the thoroughly refereed post-conference proceedings of the 11th International Conference on Large-Scale Scientific Computations, LSSC 2017, held in Sozopol, Bulgaria, in June 2017. The 63 revised short papers together with 3 full papers presented were carefully reviewed and selected from 63 submissions. The conference presents results from the following topics: Hierarchical, adaptive, domain decomposition and local refinement methods; Robust preconditioning algorithms; Monte Carlo methods and algorithms; Numerical linear algebra; Control and optimization; Parallel algorithms and performance analysis; Large-scale computations of environmental, biomedical and engineering problems. The chapter 'Parallel Aggregation Based on Compatible Weighted Matching for AMG' is available open access under a CC BY 4.0 license.
Hybrid Systems Computation And Control
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Author : Magnus Egerstedt
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-04-03
Hybrid Systems Computation And Control written by Magnus Egerstedt 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 2008-04-03 with Computers categories.
This book constitutes the refereed proceedings of the 11th International Conference on Hybrid Systems: Computation and Control, HSCC 2008, held in St. Louis, MO, USA, in April 2008. The 42 revised full papers and 20 revised short papers presented were carefully reviewed and selected from numerous submissions for inclusion in the book. The papers focus on research in embedded, reactive systems involving the interplay between symbolic/switching and continuous dynamical behaviors and feature the latest developments of applications and theoretical advancements in the design, analysis, control, optimization, and implementation of hybrid systems, with particular attention to embedded and networked control systems.
Stochastic Analysis Stochastic Systems And Applications To Finance
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Author : Allanus Hak-man Tsoi
language : en
Publisher: World Scientific
Release Date : 2011-06-10
Stochastic Analysis Stochastic Systems And Applications To Finance written by Allanus Hak-man Tsoi and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-10 with Mathematics categories.
This book introduces some advanced topics in probability theories — both pure and applied — is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling.
Stability And Synchronization Control Of Stochastic Neural Networks
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Author : Wuneng Zhou
language : en
Publisher: Springer
Release Date : 2015-08-13
Stability And Synchronization Control Of Stochastic Neural Networks written by Wuneng Zhou and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-08-13 with Technology & Engineering categories.
This book reports on the latest findings in the study of Stochastic Neural Networks (SNN). The book collects the novel model of the disturbance driven by Levy process, the research method of M-matrix, and the adaptive control method of the SNN in the context of stability and synchronization control. The book will be of interest to university researchers, graduate students in control science and engineering and neural networks who wish to learn the core principles, methods, algorithms and applications of SNN.
Stochastic Reachability Analysis Of Hybrid Systems
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Author : Luminita Manuela Bujorianu
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-04-23
Stochastic Reachability Analysis Of Hybrid Systems written by Luminita Manuela Bujorianu 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 2012-04-23 with Science categories.
Stochastic reachability analysis (SRA) is a method of analyzing the behavior of control systems which mix discrete and continuous dynamics. For probabilistic discrete systems it has been shown to be a practical verification method but for stochastic hybrid systems it can be rather more. As a verification technique SRA can assess the safety and performance of, for example, autonomous systems, robot and aircraft path planning and multi-agent coordination but it can also be used for the adaptive control of such systems. Stochastic Reachability Analysis of Hybrid Systems is a self-contained and accessible introduction to this novel topic in the analysis and development of stochastic hybrid systems. Beginning with the relevant aspects of Markov models and introducing stochastic hybrid systems, the book then moves on to coverage of reachability analysis for stochastic hybrid systems. Following this build up, the core of the text first formally defines the concept of reachability in the stochastic framework and then treats issues representing the different faces of SRA: • stochastic reachability based on Markov process theory; • martingale methods; • stochastic reachability as an optimal stopping problem; and • dynamic programming. The book is rounded off by an appendix providing mathematical underpinning on subjects such as ordinary differential equations, probabilistic measure theory and stochastic modeling, which will help the non-expert-mathematician to appreciate the text. Stochastic Reachability Analysis of Hybrid Systems characterizes a highly interdisciplinary area of research and is consequently of significant interest to academic researchers and graduate students from a variety of backgrounds in control engineering, applied mathematics and computer science. The Communications and Control Engineering series reports major technological advances which have potential for great impact in the fields of communication and control. It reflects research in industrial and academic institutions around the world so that the readership can exploit new possibilities as they become available.
Optimization Control And Applications Of Stochastic Systems
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Author : Daniel Hernández-Hernández
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-15
Optimization Control And Applications Of Stochastic Systems written by Daniel Hernández-Hernández 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 2012-08-15 with Science categories.
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
Stochastic Processes Finance And Control
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Author : Samuel N. Cohen
language : en
Publisher: World Scientific
Release Date : 2012
Stochastic Processes Finance And Control written by Samuel N. Cohen 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 book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
Control Of Cyber Physical Systems
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Author : Danielle C. Tarraf
language : en
Publisher: Springer
Release Date : 2013-06-30
Control Of Cyber Physical Systems written by Danielle C. Tarraf and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-30 with Technology & Engineering categories.
Cyber-physical systems (CPS) involve deeply integrated, tightly coupled computational and physical components. These systems, spanning multiple scientific and technological domains, are highly complex and pose several fundamental challenges. They are also critically important to society’s advancement and security. The design and deployment of the adaptable, reliable CPS of tomorrow requires the development of a basic science foundation, synergistically drawing on various branches of engineering, mathematics, computer science, and domain specific knowledge. This book brings together 19 invited papers presented at the Workshop on Control of Cyber-Physical Systems, hosted by the Department of Electrical & Computer Engineering at The Johns Hopkins University in March 2013. It highlights the central role of control theory and systems thinking in developing the theory of CPS, in addressing the challenges of cyber-trust and cyber-security, and in advancing emerging cyber-physical applications ranging from smart grids to smart buildings, cars and robotic systems.