Optimal Control of Stochastic Difference Volterra Equations

Lingua: inglese

Editore: Springer, Palgrave Macmillan Dez 2014, 2014

3319132385 / 9783319132389

Serie: Libro 11 di 378 - Studies in Systems, Decision and Control

Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000

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This item is printed on demand - Print on Demand Titel. Neuware -This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools.The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations.Optimal Control of Stochastic Difference Volterra Equations commences with an historical introduction to the emergence of this type of equation with some additional mathematical preliminaries. It then deals with the necessary conditions for optimality in the control of the equations and constructs a feedback control scheme. The approximation of stochastic quasilinear Volterra equations with quadratic performance functionals is then considered. Optimal stabilization is discussed and the filtering problem formulated. Finally, two methods of solving the optimal control problem for partly observable linear stochastic processes, also with quadratic performance functionals, are developed.Integrating the author¿s own research within the context of the current state-of-the-art of research in difference equations, hereditary systems theory and optimal control, this book is addressed tospecialists in mathematical optimal control theory and to graduate students in pure and applied mathematics and control engineering.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 232 pp. Englisch.…

Codice articolo 9783319132389

Titolo
Optimal Control of Stochastic Difference Volterra Equations
Autore
Leonid Shaikhet
Editore
Springer, Palgrave Macmillan Dez 2014
Anno di pubblicazione
2014
Condizione
Neu
Rilegatura
Buch
Lingua
inglese
ISBN 10
3319132385
ISBN 13
9783319132389
Peso dell'articolo
518 grammi
Dimensioni
241x160x19 mm
Serie
Libro 11 di 378: Studies in Systems, Decision and Control

buchversandmimpf2000

Emtmannsberg, BAYE, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 23 gennaio 2017

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 60 a 60 giorni lavorativiDa 60 a 60 giorni lavorativi
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