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Sunday, July 19, 2020 | History

4 edition of Introduction to stochastic control found in the catalog.

Introduction to stochastic control

Harold J. Kushner

Introduction to stochastic control

by Harold J. Kushner

  • 99 Want to read
  • 21 Currently reading

Published by Holt, Rinehart and Winston in New York .
Written in English

    Subjects:
  • Stochastic control theory.

  • Edition Notes

    Bibliography: p. 375-383.

    Statement[by] Harold Kushner.
    Classifications
    LC ClassificationsQA402.3 .K78
    The Physical Object
    Paginationxvii, 390 p.
    Number of Pages390
    ID Numbers
    Open LibraryOL4913832M
    ISBN 100030849675
    LC Control Number76128826

      1. Stochastic Control 1. Introduction 2. Theory of Feedback Control 3. How to Characterize Disturbances 4. Stochastic Control Theory 5. Outline of the Contents of the Book 6. Bibliography and Comments 2. Stochastic Processes 1. Introduction 2. The Concept of a Stochastic Process 3. Some Special Stochastic Processes 4. The Covariance Function /5(10). In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro­ gramming method, and depends on the intimate relationship between second­ order partial differential equations of parabolic type and stochastic differential equations.

    Real disturbances, however, are mostly stochastic signals which cannot be exactly described nor predicted. The deterministic signals used for the design of control systems are often ‘proxies’ of real signals. These proxies have simple shapes to reduce the design complexity and to allow for easy interpretation of the control system : Rolf Isermann. Introduction to stochastic control theory. Book: All Authors / Contributors: Karl J Åström Concluding remarks II Optimal Estimation of Random Vectors 6 Computational Methods for Optimal Filtering of Stochastic Signals Introduction Optimal linear Filtering in Finite dimensional vector spaces Optimal linear Filtering in.

    An introduction to stochastic control theory is offered in section 9; we present the principle of Dynamic Programming that characterizes the value function of this problem, and derive from it the associated Hamilton-Jacobi-Bellman Size: KB.   Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust by:


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Previous volume. Next volume. Actions for selected chapters. Select all / Deselect all. Download PDFs Export citations. Let us write Tfor the length of the season, and introduce the variables w(t) = number of workers at time t q(t) = number of queens α(t) = fraction of colony effort devoted to increasing work force The control αis constrained by our requiring that 0 ≤ α(t) ≤ Size: KB.

A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory.

Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.

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* Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will appeal to both students and researchers. * Features exercises and web links to software and data sets.4/5(5).Additional Physical Format: Online version: Kushner, Harold J.

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