Optimal Control Of Discrete Time Stochastic Systems
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Stochastic Control In Discrete And Continuous Time
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Author : Atle Seierstad
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-03
Stochastic Control In Discrete And Continuous Time written by Atle Seierstad 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 2010-07-03 with Mathematics categories.
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal stopping problems. An Appendix - calls material from elementary probability theory and gives heuristic explanations of certain more advanced tools in probability theory. The book will hopefully be of interest to students in several ?elds: economics, engineering, operations research, ?nance, business, mathematics. In economics and business administration, graduate students should readily be able to read it, and the mathematical level can be suitable for advanced undergraduates in mathem- ics and science. The prerequisites for reading the book are only a calculus course and a course in elementary probability. (Certain technical comments may demand a slightly better background. ) As this book perhaps (and hopefully) will be read by readers with widely diff- ing backgrounds, some general advice may be useful: Don’t be put off if paragraphs, comments, or remarks contain material of a seemingly more technical nature that you don’t understand. Just skip such material and continue reading, it will surely not be needed in order to understand the main ideas and results. The presentation avoids the use of measure theory.
Optimal Control Of Discrete Time Stochastic Systems
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Author : C. Striebel
language : en
Publisher: Springer
Release Date : 2012-02-29
Optimal Control Of Discrete Time Stochastic Systems written by C. Striebel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-29 with Business & Economics categories.
Control And System Theory Of Discrete Time Stochastic Systems
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Author : Jan H. van Schuppen
language : en
Publisher: Springer Nature
Release Date : 2021-08-02
Control And System Theory Of Discrete Time Stochastic Systems written by Jan H. van Schuppen and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-02 with Technology & Engineering categories.
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.
Discrete Time Markov Jump Linear Systems
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Author : O.L.V. Costa
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-30
Discrete Time Markov Jump Linear Systems written by O.L.V. Costa 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 2006-03-30 with Mathematics categories.
Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. From the reviews: "This text is very well written...it may prove valuable to those who work in the area, are at home with its mathematics, and are interested in stability of linear systems, optimal control, and filtering." Journal of the American Statistical Association, December 2005
Optimal Control Of Discrete Time Stochastic Systems
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Author : Charlotte Striebel
language : en
Publisher: Springer
Release Date : 1975
Optimal Control Of Discrete Time Stochastic Systems written by Charlotte Striebel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Commande, Théorie de la categories.
Stochastic Multi Stage Optimization
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Author : Pierre Carpentier
language : en
Publisher:
Release Date : 2015
Stochastic Multi Stage Optimization written by Pierre Carpentier and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Modeling Analysis Design And Control Of Stochastic Systems
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Author : V. G. Kulkarni
language : en
Publisher:
Release Date : 2014-09-01
Modeling Analysis Design And Control Of Stochastic Systems written by V. G. Kulkarni and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-01 with categories.
Introduction To Stochastic Control
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Author : Harold Joseph Kushner
language : en
Publisher:
Release Date : 1971
Introduction To Stochastic Control written by Harold Joseph Kushner and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Mathematics categories.
The text treats stochastic control problems for Markov chains, discrete time Markov processes, and diffusion models, and discusses method of putting other problems into the Markovian framework. Computational methods are discussed and compared for Markov chain problems. Other topics include the fixed and free time of control, discounted cost, minimizing the average cost per unit time, and optimal stopping. Filtering and conrol for linear systems, and stochastic stability for discrete time problems are discussed thoroughly. The book gives a detailed treatment of the simpler problems, and fills the need to introduce the student to the more sophisticated mathematical concepts required for advanced theory by describing their roles and necessity in an intuitive and natural way. Diffusion models are developed as limits of stochastic difference equations and also via the stochastic integral approach. Examples and exercises are included. (Author).
Proceedings Of 2023 Chinese Intelligent Systems Conference
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Author : Yingmin Jia
language : en
Publisher: Springer Nature
Release Date : 2023-10-07
Proceedings Of 2023 Chinese Intelligent Systems Conference written by Yingmin Jia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-07 with Technology & Engineering categories.
This book constitutes the proceedings of the 19th Chinese Intelligent Systems Conference, CISC 2023, which was held during October 14–15, 2023, in Ningbo, Zhejiang, China. The book focuses on new theoretical results and techniques in the field of intelligent systems and control. This is achieved by providing in-depth studies of a number of important topics such as multi-agent systems, complex networks, intelligent robots, complex systems theory and swarm behavior, event-driven and data-driven control, robust and adaptive control, big data and brain science, process control, intelligent sensors and detection technology, deep learning and learning control, navigation and control of aerial vehicles, and so on. The book is particularly suitable for readers interested in learning intelligent systems and control and artificial intelligence. The book can benefit researchers, engineers and graduate students.
Technical Abstract Bulletin
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Author :
language : en
Publisher:
Release Date :
Technical Abstract Bulletin written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with Science categories.