Discrete-time Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete-time Stochastic Systems write by Torsten Söderström. This book was released on 2002-07-26. Discrete-time Stochastic Systems available in PDF, EPUB and Kindle. This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Optimal Control of Discrete Time Stochastic Systems
Optimal Control of Discrete Time Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimal Control of Discrete Time Stochastic Systems write by C. Striebel. This book was released on 2013-12-21. Optimal Control of Discrete Time Stochastic Systems available in PDF, EPUB and Kindle.
Stochastic Control in Discrete and Continuous Time
Stochastic Control in Discrete and Continuous Time - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Control in Discrete and Continuous Time write by Atle Seierstad. This book was released on 2008-11-11. Stochastic Control in Discrete and Continuous Time available in PDF, EPUB and Kindle. 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.
Stochastic Optimal Control
Stochastic Optimal Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Optimal Control write by Dimitri P. Bertsekas. This book was released on 1961. Stochastic Optimal Control available in PDF, EPUB and Kindle.
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems write by Vasile Dragan. This book was released on 2009-11-10. Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems available in PDF, EPUB and Kindle. In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
