Markovian Control Problems

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Linear Programming And Finite Markovian Control Problems

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Author : L. C. M. Kallenberg
language : en
Publisher:
Release Date : 1983

Linear Programming And Finite Markovian Control Problems written by L. C. M. Kallenberg and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Linear programming categories.

Recent Advances In Control Problems Of Dynamical Systems And Networks

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Author : Ju H. Park
language : en
Publisher: Springer Nature
Release Date : 2020-08-11

Recent Advances In Control Problems Of Dynamical Systems And Networks written by Ju H. Park and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-11 with Technology & Engineering categories.

This edited book introduces readers to new analytical techniques and controller design schemes used to solve the emerging “hottest” problems in dynamic control systems and networks. In recent years, the study of dynamic systems and networks has faced major changes and challenges with the rapid advancement of IT technology, accompanied by the 4th Industrial Revolution. Many new factors that now have to be considered, and which haven’t been addressed from control engineering perspectives to date, are naturally emerging as the systems become more complex and networked. The general scope of this book includes the modeling of the system itself and uncertainty elements, examining stability under various criteria, and controller design techniques to achieve specific control objectives in various dynamic systems and networks. In terms of traditional stability matters, this includes the following special issues: finite-time stability and stabilization, consensus/synchronization, fault-tolerant control, event-triggered control, and sampled-data control for classical linear/nonlinear systems, interconnected systems, fractional-order systems, switched systems, neural networks, and complex networks. In terms of introducing graduate students and professional researchers studying control engineering and applied mathematics to the latest research trends in the areas mentioned above, this book offers an excellent guide.

Optimal Control Of Random Sequences In Problems With Constraints

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Author : A.B. Piunovskiy
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Optimal Control Of Random Sequences In Problems With Constraints written by A.B. Piunovskiy 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.

Controlled stochastic processes with discrete time form a very interest ing and meaningful field of research which attracts widespread attention. At the same time these processes are used for solving of many applied problems in the queueing theory, in mathematical economics. in the theory of controlled technical systems, etc. . In this connection, methods of the theory of controlled processes constitute the every day instrument of many specialists working in the areas mentioned. The present book is devoted to the rather new area, that is, to the optimal control theory with functional constraints. This theory is close to the theory of multicriteria optimization. The compromise between the mathematical rigor and the big number of meaningful examples makes the book attractive for professional mathematicians and for specialists who ap ply mathematical methods in different specific problems. Besides. the book contains setting of many new interesting problems for further invf'stigatioll. The book can form the basis of special courses in the theory of controlled stochastic processes for students and post-graduates specializing in the ap plied mathematics and in the control theory of complex systf'ms. The grounding of graduating students of mathematical department is sufficient for the perfect understanding of all the material. The book con tains the extensive Appendix where the necessary knowledge ill Borel spaces and in convex analysis is collected. All the meaningful examples can be also understood by readers who are not deeply grounded in mathematics.

Controlled Markov Chains Graphs And Hamiltonicity

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Author : Jerzy A. Filar
language : en
Publisher: Now Publishers Inc
Release Date : 2007

Controlled Markov Chains Graphs And Hamiltonicity written by Jerzy A. Filar and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.

"Controlled Markov Chains, Graphs & Hamiltonicity" summarizes a line of research that maps certain classical problems of discrete mathematics--such as the Hamiltonian cycle and the Traveling Salesman problems--into convex domains where continuum analysis can be carried out. (Mathematics)

Advances In The Control Of Markov Jump Linear Systems With No Mode Observation

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Author : Alessandro N. Vargas
language : en
Publisher: Springer
Release Date : 2016-05-27

Advances In The Control Of Markov Jump Linear Systems With No Mode Observation written by Alessandro N. Vargas and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-27 with Technology & Engineering categories.

This brief broadens readers’ understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS). It also presents an algorithm that attempts to solve this open stochastic control problem, and provides a real-time application for controlling the speed of direct current motors, illustrating the practical usefulness of MJLS. Particularly, it offers novel insights into the control of systems when the controller does not have access to the Markovian mode.

Stability Analysis Of Markovian Jump Systems

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Author : Yu Kang
language : en
Publisher: Springer
Release Date : 2017-09-08

Stability Analysis Of Markovian Jump Systems written by Yu Kang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-08 with Technology & Engineering categories.

This book focuses on the stability analysis of Markovian jump systems (MJSs) with various settings and discusses its applications in several different areas. It also presents general definitions of the necessary concepts and an overview of the recent developments in MJSs. Further, it addresses the general robust problem of Markovian jump linear systems (MJLSs), the asynchronous stability of a class of nonlinear systems, the robust adaptive control scheme for a class of nonlinear uncertain MJSs, the practical stability of MJSs and its applications as a modelling tool for networked control systems, Markovian-based control for wheeled mobile manipulators and the jump-linear-quadratic (JLQ) problem of a class of continuous-time MJLSs. It is a valuable resource for researchers and graduate students in the field of control theory and engineering.

Control And Filtering For Semi Markovian Jump Systems

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Author : Fanbiao Li
language : en
Publisher: Springer
Release Date : 2016-11-04

Control And Filtering For Semi Markovian Jump Systems written by Fanbiao Li and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-04 with Technology & Engineering categories.

This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis, sliding mode control, dynamic output feedback control, robust filter design, and fault detection. A set of newly developed techniques such as piecewise analysis method, positively invariant set approach, event-triggered method, and cone complementary linearization approaches are presented. Control and Filtering for Semi-Markovian Jump Systems is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Controlled Markov Processes And Viscosity Solutions

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Author : Wendell H. Fleming
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-02-04

Controlled Markov Processes And Viscosity Solutions 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 2006-02-04 with Mathematics categories.

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Constrained Markov Decision Processes

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Author : Eitan Altman
language : en
Publisher: Routledge
Release Date : 2021-12-24

Constrained Markov Decision Processes written by Eitan Altman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-24 with Mathematics categories.

This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays and loss, probabilities, and maximization of throughputs. It is desirable to design a controller that minimizes one cost objective, subject to inequality constraints on other cost objectives. This framework describes dynamic decision problems arising frequently in many engineering fields. A thorough overview of these applications is presented in the introduction. The book is then divided into three sections that build upon each other.

Filtering And Control Of Stochastic Jump Hybrid Systems

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Author : Xiuming Yao
language : en
Publisher: Springer
Release Date : 2016-04-20

Filtering And Control Of Stochastic Jump Hybrid Systems written by Xiuming Yao and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-20 with Technology & Engineering categories.

This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analysis, robust controller design, and robust filter design for the considered systems. Solutions to the design problems are presented in terms of LMIs. The book is a timely reflection of the developing area of filtering and control theories for Markovian jump hybrid systems with various kinds of imperfect information. It is a collection of a series of latest research results and therefore serves as a useful textbook for senior and/or graduate students who are interested in knowing 1) the state-of-the-art of linear filtering and control areas, and 2) recent advances in stochastic jump hybrid systems. The readers will also benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.