Rational Matrix Equations in Stochastic Control / Edition 1

Rational Matrix Equations in Stochastic Control / Edition 1

by Tobias Damm
     
 

ISBN-10: 3540205160

ISBN-13: 9783540205166

Pub. Date: 05/14/2004

Publisher: Springer Berlin Heidelberg

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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

…  See more details below

Overview

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

Product Details

ISBN-13:
9783540205166
Publisher:
Springer Berlin Heidelberg
Publication date:
05/14/2004
Series:
Lecture Notes in Control and Information Sciences Series, #297
Edition description:
2004
Pages:
200
Product dimensions:
6.10(w) x 9.25(h) x (d)

Table of Contents

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

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >