Stochastic stability and control

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Mathematics - Automatic Control Theory
Stochastic stability and control

Stochastic stability and control

Name: Stochastic stability and control
ISBN: 9780124301504

Kushner

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From Contents: Introduction - Markov Processes, Ito Processes, Poisson Differential Equations; Stochastic Stability - Definitions, Liapunov function, Theorems, Continuous Parameter; Finite Time Stability and First Exit Times; Optimal Stochastic Control - Dynamic programming algorithm, Theorems, Examples; Design of Controls - Calculation that assure a given stability. (Description by http-mart)

Categorias:

Mathematics - Automatic Control Theory

Ano:

1967

Editora:

Academic Press

Idioma:

english

Páginas:

177

ISBN 10:

0124301509