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  • 1
    Book
    Book
    Optimization of stochastic systems : topics in discrete-time systems (1967)
    New York [u.a.] :Academic Press,
    Details
    UID:
    almahu_BV025938086
    Format: XV, 354 S.
    ISBN: 0-12-058850-1
    Series Statement: Mathematics in science and engineering 32
    Language: English
    Subjects: Mathematics
    RVK:
    SK 830
    RVK:
    SK 870
    Keywords: Stochastik ; Dynamisches System ; Konvergenz ; Stabilität ; Kontrolle ; Bayes-Entscheidungstheorie ; Bayes-Regel ; Stochastisches System ; Optimierung ; Stochastischer Prozess ; Optimierung ; Stochastische Optimierung
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  • 2
    Online Resource
    Online Resource
    Optimization of stochastic systems : topics in discrete-time systems (1967)
    New York :Academic Press,
    Details
    UID:
    almahu_9947366302702882
    Format: 1 online resource (373 p.)
    ISBN: 1-282-28996-9 , 9786612289965 , 0-08-095539-8
    Series Statement: Mathematics in science and engineering ; 32
    Content: Optimization of Stochastic Systems: Topics in Discrete-time Systems
    Note: Description based upon print version of record. , Front Cover; Optimization of Stochastic Systems: Topics in Discrete-Time Systems; Copyright Page; Contents; Preface; CHAPTER I. Introduction; 1. Introduction; 2. Preliminary Examples; CHAPTER II. Optimal Bayesian Control of General Stochastic Dynamic Systems; 1. Formulation of Optimal Control Problems; 2. Example. Linear Control Systems with Independent Parameter Variations; 3. Sufficient Statistics; 4. Discussions; Appendix A. Minimization of a Quadratic Form; Appendix B. Use of Pseudoinverse in Minimizing a Quadratic Form; Appendix C. Calculation of Sufficient Statistics , Appendix D. Matrix IdentitiesCHAPTER III. Adaptive Control Systems and Optimal Bayesian Control Policies; 1. General Problem Statement (Scope of the Discussions); 2. Systems with Unknown Noise Characteristics; 3. Systems with Unknown Plant Parameters; 4. Systems with Unknown Plant Parameters and Noise Characteristics; 5. Sufficient Statistics; 6. Method Based on Computing Joint Probability Density; 7. Discussions; CHAPTER IV. Optimal Bayesian Control of Partially Observed Markovian Systems; 1. Introduction; 2. Markov Properties; 3. Optimal Control Policies , 4. Derivation of Conditional Probability Densities5. Examples; CHAPTER V. Problem of Estimation; 1. Least-Squares Estimation; 2. Maximum Likelihood Estimation; 3. Optimal Bayesian Estimation; Appendix. Completion of Squares; CHAPTER VI. Convergence Questions in Bayesian Optimization Problems; 1. Introduction; 2. Convergence Questions: A Simple Case; 3. Martingales; 4. Convergence Questions: General Case; 5. Stochastic Controllability and Observability; CHAPTER VII. Approximations; 1. Approximately Optimal Control Policies for Adaptive Systems , 2. Approximation with Open-Loop Feedback Control Policies3. Sensitivity and Error Analysis of Kalman Filters; 4. Estimation of State Vectors by a Minimal-Order Observer; 5. Suboptimal Linear Estimation by State Vector Partition Method: Theory; 6. Suboptimal Estimation by State Vector Partition: An Example; Appendix A. Derivation of the Recursion Formula for Open-Loop Feedback Control Policies (Section 2); Appendix B. Derivation of the Constraint Matrix Equations (Section 4); Appendix C. Computation of ? G(i) (Section 6); CHAPTER VIII. Stochastic Stability; 1. Introduction , 2. Stochastic Lyapunov Functions as Semimartingales3. Examples; Appendix. Semimartingale Inequality; CHAPTER IX. Miscellany; 1. Probability as a Performance Criterion; 2. Min-Max Control Policies; 3. Extensions and Future Problems; Appendix I. Some Useful Definitions, Facts, and Theorems from Probability Theory; Appendix II. Pseudoinverse; Appendix III. Multidimensional Normal Distributions; Appendix IV. Sufficient Statistics; Bibliography; References; List of Symbols; Author Index; Subject Index , English
    Additional Edition: ISBN 0-12-058850-1
    Language: English
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    Online Resource
    HU Berlin
    FU Berlin
    Charité
  • 3
    Online Resource
    Online Resource
    Optimization of stochastic systems : topics in discrete-time systems (1967)
    New York : Academic Press
    Details
    UID:
    gbv_1684910579
    Format: 1 online resource (xv, 354 p.) , Online-Ressource , ill
    Edition: Online-Ausg.] Elsevier e-book collection on ScienceDirect
    ISBN: 0080955398 , 9780080955391 , 9780120588503
    Series Statement: Mathematics in science and engineering 32
    Note: Description based on print version record
    Additional Edition: Available in another form Optimization of stochastic systems
    Additional Edition: Erscheint auch als Druck-Ausgabe Aoki, Masanao, 1931 - 2018 Optimization of stochastic systems New York [u.a.] : Acad. Press, 1967 ISBN 0120588501
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    QH 170
    RVK:
    SK 880
    RVK:
    QH 721
    Keywords: Stochastisches System ; Optimale Kontrolle ; Stochastisches System ; Optimierung ; Stochastische Optimierung
    URL: Volltext  (Deutschlandweit zugänglich)
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    Online Resource
    Online Access
    Stabi Berlin
    UB Potsdam
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