Book Description
Stochastic Stability and Control
Author : Kushner
Publisher : Academic Press
Page : 177 pages
File Size : 40,40 MB
Release : 1967-01-01
Category : Mathematics
ISBN : 0080955401
Stochastic Stability and Control
Author : Sean Meyn
Publisher : Cambridge University Press
Page : 623 pages
File Size : 21,4 MB
Release : 2009-04-02
Category : Mathematics
ISBN : 0521731828
New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background. New commentary by Sean Meyn, including updated references, reflects developments since 1996.
Author : Rafail Khasminskii
Publisher : Springer Science & Business Media
Page : 353 pages
File Size : 42,2 MB
Release : 2011-09-20
Category : Mathematics
ISBN : 3642232809
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure stability, and for the existence of stationary and periodic solutions of stochastic differential equations have been widely used in the literature. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, obtained after publication of the first edition, and a significantly expanded bibliography. This volume provides a solid foundation for students in graduate courses in mathematics and its applications. It is also useful for those researchers who would like to learn more about this subject, to start their research in this area or to study the properties of concrete mechanical systems subjected to random perturbations.
Author : Harold J. Kushner
Publisher :
Page : 161 pages
File Size : 40,62 MB
Release : 1967
Category :
ISBN :
Author : Sean Meyn
Publisher : Cambridge University Press
Page : 595 pages
File Size : 24,33 MB
Release : 2009-04-02
Category : Mathematics
ISBN : 1139477978
Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.
Author : Sean P. Meyn
Publisher : Springer Science & Business Media
Page : 559 pages
File Size : 47,5 MB
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 144713267X
Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. It is of increasing interest and importance. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique. This does not only affect applications but also the development of the theory itself. The impact of the theory on specific models is discussed in detail, in order to provide examples as well as to demonstrate the importance of these models. Markov Chains and Stochastic Stability can be used as a textbook on applied Markov chain theory, provided that one concentrates on the main aspects only. It is also of benefit to graduate students with a standard background in countable space stochastic models. Finally, the book can serve as a research resource and active tool for practitioners.
Author : Tobias Damm
Publisher : Springer Science & Business Media
Page : 228 pages
File Size : 19,61 MB
Release : 2004-01-23
Category : Mathematics
ISBN : 9783540205166
This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Author : El-Kébir Boukas
Publisher : Springer Science & Business Media
Page : 268 pages
File Size : 28,70 MB
Release : 2008-01-12
Category : Technology & Engineering
ISBN : 3540743456
This book deals with the class of singular systems with random abrupt changes also known as singular Markovian jump systems. Various problems and their robustness are tackled. The book examines both the theoretical and practical aspects of the control problems from the angle of the structural properties of linear systems. It can be used as a textbook as well as a reference for researchers in control or mathematics with interest in control theory.
Author : RODNEY L. BURTON
Publisher :
Page : 402 pages
File Size : 44,39 MB
Release : 1993
Category :
ISBN :
Author : Harold Joseph Kushner
Publisher :
Page : 414 pages
File Size : 34,74 MB
Release : 1971
Category : Mathematics
ISBN :
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).