Stochastic Control Of Hereditary Systems And Applications

Author : Mou-Hsiung Chang
Publisher : Springer Science & Business Media
Page : 418 pages
File Size : 51,8 Mb
Release : 2008-01-03
Category : Mathematics
ISBN : 9780387758169

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Stochastic Control of Hereditary Systems and Applications by Mou-Hsiung Chang Pdf

This monograph develops the Hamilton-Jacobi-Bellman theory via dynamic programming principle for a class of optimal control problems for stochastic hereditary differential equations (SHDEs) driven by a standard Brownian motion and with a bounded or an infinite but fading memory. These equations represent a class of stochastic infinite-dimensional systems that become increasingly important and have wide range of applications in physics, chemistry, biology, engineering and economics/finance. This monograph can be used as a reference for those who have special interest in optimal control theory and applications of stochastic hereditary systems.

Author : Amir Dembo,Ofer Zeitouni
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 52,6 Mb
Release : 2009-11-03
Category : Science
ISBN : 9783642033117

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Large Deviations Techniques and Applications by Amir Dembo,Ofer Zeitouni Pdf

Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Author : Anil G Ladde,G S Ladde
Publisher : World Scientific Publishing Company
Page : 636 pages
File Size : 44,9 Mb
Release : 2013-01-11
Category : Mathematics
ISBN : 9789814397391

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An Introduction to Differential Equations by Anil G Ladde,G S Ladde Pdf

Volume 1: Deterministic Modeling, Methods and Analysis For more than half a century, stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as engineering. The advancement of knowledge in stochastic differential equations is spreading rapidly across the graduate and postgraduate programs in universities around the globe. This will be the first available book that can be used in any undergraduate/graduate stochastic modeling/applied mathematics courses and that can be used by an interdisciplinary researcher with a minimal academic background. An Introduction to Differential Equations: Volume 2 is a stochastic version of Volume 1 (“An Introduction to Differential Equations: Deterministic Modeling, Methods and Analysis”). Both books have a similar design, but naturally, differ by calculi. Again, both volumes use an innovative style in the presentation of the topics, methods and concepts with adequate preparation in deterministic Calculus. Errata Errata (32 KB)

Author : Mou-Hsiung Chang
Publisher : Cambridge University Press
Page : 425 pages
File Size : 51,6 Mb
Release : 2015-02-19
Category : Language Arts & Disciplines
ISBN : 9781107069190

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Quantum Stochastics by Mou-Hsiung Chang Pdf

This book provides a systematic, self-contained treatment of the theory of quantum probability and quantum Markov processes for graduate students and researchers. Building a framework that parallels the development of classical probability, it aims to help readers up the steep learning curve of the quantum theory.

Author : N.K. Sinha,L.A. Telksnys
Publisher : Elsevier
Page : 533 pages
File Size : 49,7 Mb
Release : 2014-05-23
Category : Technology & Engineering
ISBN : 9781483298078

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Stochastic Control by N.K. Sinha,L.A. Telksnys Pdf

Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer. The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such systems.

Author : Mou-Hsiung Chang
Publisher : Walter de Gruyter GmbH & Co KG
Page : 502 pages
File Size : 43,7 Mb
Release : 2022-08-22
Category : Computers
ISBN : 9783110788105

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Theory of Quantum Information with Memory by Mou-Hsiung Chang Pdf

This book provides an up-to-date account of current research in quantum information theory, at the intersection of theoretical computer science, quantum physics, and mathematics. The book confronts many unprecedented theoretical challenges generated by infinite dimensionality and memory effects in quantum communication. The book will also equip readers with all the required mathematical tools to understand these essential questions.

Author : Xiao-qi Yang,Kok Lay Teo,Lou Caccetta
Publisher : Springer Science & Business Media
Page : 439 pages
File Size : 53,9 Mb
Release : 2013-03-14
Category : Computers
ISBN : 9781475733334

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Optimization Methods and Applications by Xiao-qi Yang,Kok Lay Teo,Lou Caccetta Pdf

This edited book is dedicated to Professor N. U. Ahmed, a leading scholar and a renowned researcher in optimal control and optimization on the occasion of his retirement from the Department of Electrical Engineering at University of Ottawa in 1999. The contributions of this volume are in the areas of optimal control, non linear optimization and optimization applications. They are mainly the im proved and expanded versions of the papers selected from those presented in two special sessions of two international conferences. The first special session is Optimization Methods, which was organized by K. L. Teo and X. Q. Yang for the International Conference on Optimization and Variational Inequality, the City University of Hong Kong, Hong Kong, 1998. The other one is Optimal Control, which was organized byK. ~Teo and L. Caccetta for the Dynamic Control Congress, Ottawa, 1999. This volume is divided into three parts: Optimal Control; Optimization Methods; and Applications. The Optimal Control part is concerned with com putational methods, modeling and nonlinear systems. Three computational methods for solving optimal control problems are presented: (i) a regularization method for computing ill-conditioned optimal control problems, (ii) penalty function methods that appropriately handle final state equality constraints, and (iii) a multilevel optimization approach for the numerical solution of opti mal control problems. In the fourth paper, the worst-case optimal regulation involving linear time varying systems is formulated as a minimax optimal con trol problem.

Author : A. Bensoussan,J. L. Lions
Publisher : Springer Science & Business Media
Page : 766 pages
File Size : 52,6 Mb
Release : 2013-03-08
Category : Computers
ISBN : 9783642463174

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Control Theory, Numerical Methods and Computer Systems Modelling by A. Bensoussan,J. L. Lions Pdf

Author : Anonim
Publisher : Unknown
Page : 474 pages
File Size : 55,8 Mb
Release : 1977
Category : Engineering
ISBN : PURD:32754081541025

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Summaries of Projects Completed in Fiscal Year ... by Anonim Pdf

Author : National Science Foundation (U.S.)
Publisher : Unknown
Page : 476 pages
File Size : 43,7 Mb
Release : 1977
Category : Engineering
ISBN : UIUC:30112050131090

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Summaries of Projects Completed in Fiscal Year ... by National Science Foundation (U.S.) Pdf

Author : Anonim
Publisher : Unknown
Page : 300 pages
File Size : 49,9 Mb
Release : 1995
Category : Aeronautics
ISBN : MINN:30000011064585

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Scientific and Technical Aerospace Reports by Anonim Pdf

Author : Michael Basin
Publisher : Springer
Page : 208 pages
File Size : 42,7 Mb
Release : 2008-09-18
Category : Technology & Engineering
ISBN : 9783540708032

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New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems by Michael Basin Pdf

0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy ?lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ?ltering equations. However, the optimal nonlinear ?nite-dimensional ?lter can be - tained in some other cases, if, for example, the state vector can take only a ?nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis?es the Riccati equation df /dx + f = x (see [15]). The complete classi?cation of the “general situation” cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear ?nite-dimensional ?lter exists, is given in [95].

Author : Anonim
Publisher : Unknown
Page : 986 pages
File Size : 42,6 Mb
Release : 1978
Category : Power resources
ISBN : MSU:31293010867319

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Energy Research Abstracts by Anonim Pdf

Author : Harold Kushner
Publisher : Springer Science & Business Media
Page : 295 pages
File Size : 48,8 Mb
Release : 2008-12-19
Category : Science
ISBN : 9780817646219

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Numerical Methods for Controlled Stochastic Delay Systems by Harold Kushner Pdf

The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control.

Author : A.I. Matasov
Publisher : Springer Science & Business Media
Page : 428 pages
File Size : 47,9 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9789401153225

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Estimators for Uncertain Dynamic Systems by A.I. Matasov Pdf

When solving the control and design problems in aerospace and naval engi neering, energetics, economics, biology, etc., we need to know the state of investigated dynamic processes. The presence of inherent uncertainties in the description of these processes and of noises in measurement devices leads to the necessity to construct the estimators for corresponding dynamic systems. The estimators recover the required information about system state from mea surement data. An attempt to solve the estimation problems in an optimal way results in the formulation of different variational problems. The type and complexity of these variational problems depend on the process model, the model of uncertainties, and the estimation performance criterion. A solution of variational problem determines an optimal estimator. Howerever, there exist at least two reasons why we use nonoptimal esti mators. The first reason is that the numerical algorithms for solving the corresponding variational problems can be very difficult for numerical imple mentation. For example, the dimension of these algorithms can be very high.