Articoli correlati a Rational Matrix Equations in Stochastic Control: 297

Rational Matrix Equations in Stochastic Control: 297 - Brossura

Damm, Tobias

 
9783540205166: Rational Matrix Equations in Stochastic Control: 297

Sinossi

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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

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Contenuti

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.

Product Description

Book by TOBIAS DAMM

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