Control Theory, Stochastic Analysis And Applications - Proceedings Of Symposium On System Sciences And Control Theory


Book Description

The symposium discusses and explores the current and future development of some aspects of the theory of nonlinear control systems, adaptive control and filtering, robust control and H∞ optimization, stochastic systems and white noise analysis, etc.




Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications


Book Description

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM?s Financial Mathematics book series and is based on the author?s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean?Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.







Applications of Time Delay Systems


Book Description

This book provides an update of the latest research in control of time delay systems and applications by world leading experts. It will appeal to engineers, researchers and students in Control.







Fault Detection, Supervision and Safety of Technical Processes 2006


Book Description

The safe and reliable operation of technical systems is of great significance for the protection of human life and health, the environment, and of the vested economic value. The correct functioning of those systems has a profound impact also on production cost and product quality. The early detection of faults is critical in avoiding performance degradation and damage to the machinery or human life. Accurate diagnosis then helps to make the right decisions on emergency actions and repairs. Fault detection and diagnosis (FDD) has developed into a major area of research, at the intersection of systems and control engineering, artificial intelligence, applied mathematics and statistics, and such application fields as chemical, electrical, mechanical and aerospace engineering. IFAC has recognized the significance of FDD by launching a triennial symposium series dedicated to the subject. The SAFEPROCESS Symposium is organized every three years since the first symposium held in Baden-Baden in 1991. SAFEPROCESS 2006, the 6th IFAC Symposium on Fault Detection, Supervision and Safety of Technical Processes was held in Beijing, PR China. The program included three plenary papers, two semi-plenary papers, two industrial talks by internationally recognized experts and 258 regular papers, which have been selected out of a total of 387 regular and invited papers submitted. * Discusses the developments and future challenges in all aspects of fault diagnosis and fault tolerant control * 8 invited and 36 contributed sessions included with a special session on the demonstration of process monitoring and diagnostic software tools




Advances in Control Theory and Applications


Book Description

This volume is the outcome of the first CASY workshop on "Advances in Control Theory and Applications" which was held at University of Bologna on May 22-26, 2006. It consists of selected contributions by some of the invited speakers and contains recent results in control. The volume is intended for engineers, researchers, and students in control engineering.




Mathematical Reviews


Book Description




Discrete-Time Markov Jump Linear Systems


Book Description

This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time




Extremal Methods and Systems Analysis


Book Description

The papers appearing in this Volume were selected from a collec tion of papers presented at the Internationa~ Symposium on Extrema~ Methods and Systems Ana~ysis on the Occasion of Professor A. Charnes' 60th Birthday, at the University of Texas in Austin, 13-15 September 1977. As coeditors, we have followed the normal editorial procedures of scholarly journals. We have obtained invaluable assistance from a number of colleagues who essentially performed the duties of associate editors, coordinating most of the reviews. All papers except those appearing in the Historica~ Perspectives section were refereed by at least two individuals with competency in the respective area. Because of the wide range and diversity of the topics, it would have been im possible for us to make a consistently rational selection of papers without the help of the associate editors and referees. We are indeed grateful to them. The breadth of extremal methods and systems analysis, suggested by the range of topics covered in these papers, is characteristic of the field and also of the scholarly work of Professor Charnes. Extre mal methods and systems analysis has been a pioneering and systematic approach to the development and application of new scientific theories and methods for problems of management and operations in both the pri vate and public sectors, spanning all major disciplines from economics to engineering.