Rational Matrix Equations in Stochastic Control / Edition 1

by Tobias Damm

Overview

This book is the first comprehensive treatment of rational matrix equations in shastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with shastic differential equations, shastic stability, reformulation of shastic 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.

Product Details

ISBN-13:	9783540205166
Publisher:	Springer Berlin Heidelberg
Publication date:	05/14/2004
Series:	Lecture Notes in Control and Information Sciences , #297
Edition description:	2004
Pages:	200
Product dimensions:	0.00(w) x 0.00(h) x (d)

Table of Contents

Introduction.- Aspects of shastic control theory.- Optimal stabilization of linear shastic systems.- Linear mappings on ordered vector spaces.- Newtons method.- Solution of the Riccati equation.