Introduction To Stochastic Control Theory
DOWNLOAD
Download Introduction To Stochastic Control Theory PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Introduction To Stochastic Control Theory 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
Introduction To Stochastic Control Theory
DOWNLOAD
Author : Karl J. Åström
language : en
Publisher: Courier Corporation
Release Date : 2006-01-06
Introduction To Stochastic Control Theory written by Karl J. Åström and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-06 with Technology & Engineering categories.
Unabridged republication of the edition published by Academic Press, 1970.
Introduction To Stochastic Control Theory
DOWNLOAD
Author : Karl J. Åström
language : en
Publisher: Courier Corporation
Release Date : 2012-05-11
Introduction To Stochastic Control Theory written by Karl J. Åström and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-11 with Technology & Engineering categories.
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria. Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.
Introduction To Stochastic Control Theory
DOWNLOAD
Author : Karl Johan Åström
language : en
Publisher:
Release Date : 1970
Introduction To Stochastic Control Theory written by Karl Johan Åström and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with categories.
Optimal Estimation
DOWNLOAD
Author : Frank L. Lewis
language : en
Publisher: Wiley-Interscience
Release Date : 1986
Optimal Estimation written by Frank L. Lewis and has been published by Wiley-Interscience this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematics categories.
Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and continuous time systems. Gives practical examples and computer simulations. Provides enough mathematical rigor to put results on a firm foundation without an overwhelming amount of proofs and theorems.
Optimal And Robust Estimation
DOWNLOAD
Author : Frank L. Lewis
language : en
Publisher: CRC Press
Release Date : 2017-12-19
Optimal And Robust Estimation written by Frank L. Lewis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Technology & Engineering categories.
More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.
Dynamic Management Decision And Stochastic Control Processes
DOWNLOAD
Author : Toshio Odanaka
language : en
Publisher: World Scientific
Release Date : 1990-01-01
Dynamic Management Decision And Stochastic Control Processes written by Toshio Odanaka and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-01-01 with Technology & Engineering categories.
This book treats stochastic control theory and its applications in management. The main numerical techniques necessary for such applications are presented. Several advanced topics leading to optimal processes are dismissed. The book also considers the theory of some stochastic control processes and several applications to illustrate the ideas.
Modern Control Engineering
DOWNLOAD
Author : P.N. Paraskevopoulos
language : en
Publisher: CRC Press
Release Date : 2017-12-19
Modern Control Engineering written by P.N. Paraskevopoulos and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Technology & Engineering categories.
"Illustrates the analysis, behavior, and design of linear control systems using classical, modern, and advanced control techniques. Covers recent methods in system identification and optimal, digital, adaptive, robust, and fuzzy control, as well as stability, controllability, observability, pole placement, state observers, input-output decoupling, and model matching."
Stochastic Control Theory
DOWNLOAD
Author : Makiko Nisio
language : en
Publisher: Springer
Release Date : 2014-11-27
Stochastic Control Theory written by Makiko Nisio and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-27 with Mathematics categories.
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-max principle, to be precise). Using semi-discretization arguments, we construct the nonlinear semigroups whose generators provide lower and upper Isaacs equations. Concerning partially observable control problems, we refer to stochastic parabolic equations driven by colored Wiener noises, in particular, the Zakai equation. The existence and uniqueness of solutions and regularities as well as Itô's formula are stated. A control problem for the Zakai equations has a nonlinear semigroup whose generator provides the HJB equation on a Banach space. The value function turns out to be a unique viscosity solution for the HJB equation under mild conditions. This edition provides a more generalized treatment of the topic than does the earlier book Lectures on Stochastic Control Theory (ISI Lecture Notes 9), where time-homogeneous cases are dealt with. Here, for finite time-horizon control problems, DPP was formulated as a one-parameter nonlinear semigroup, whose generator provides the HJB equation, by using a time-discretization method. The semigroup corresponds to the value function and is characterized as the envelope of Markovian transition semigroups of responses for constant control processes. Besides finite time-horizon controls, the book discusses control-stopping problems in the same frameworks.
The Control Handbook Three Volume Set
DOWNLOAD
Author : William S. Levine
language : en
Publisher: CRC Press
Release Date : 2018-10-08
The Control Handbook Three Volume Set written by William S. Levine and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-08 with Technology & Engineering categories.
At publication, The Control Handbook immediately became the definitive resource that engineers working with modern control systems required. Among its many accolades, that first edition was cited by the AAP as the Best Engineering Handbook of 1996. Now, 15 years later, William Levine has once again compiled the most comprehensive and authoritative resource on control engineering. He has fully reorganized the text to reflect the technical advances achieved since the last edition and has expanded its contents to include the multidisciplinary perspective that is making control engineering a critical component in so many fields. Now expanded from one to three volumes, The Control Handbook, Second Edition brilliantly organizes cutting-edge contributions from more than 200 leading experts representing every corner of the globe. They cover everything from basic closed-loop systems to multi-agent adaptive systems and from the control of electric motors to the control of complex networks. Progressively organized, the three volume set includes: Control System Fundamentals Control System Applications Control System Advanced Methods Any practicing engineer, student, or researcher working in fields as diverse as electronics, aeronautics, or biomedicine will find this handbook to be a time-saving resource filled with invaluable formulas, models, methods, and innovative thinking. In fact, any physicist, biologist, mathematician, or researcher in any number of fields developing or improving products and systems will find the answers and ideas they need. As with the first edition, the new edition not only stands as a record of accomplishment in control engineering but provides researchers with the means to make further advances.
Introduction To Stochastic Control Theory And Economic Systems
DOWNLOAD
Author : Michael Athans
language : en
Publisher:
Release Date : 1972
Introduction To Stochastic Control Theory And Economic Systems written by Michael Athans and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972 with categories.