UID:
almahu_9949697865502882
Format:
1 online resource (177 p.)
ISBN:
1-282-29032-0
,
9786612290329
,
0-08-095540-1
Series Statement:
Mathematics in science and engineering, v.33
Content:
Stochastic stability and control
Note:
Description based upon print version of record.
,
Front Cover; Stochastic Stability and Control; Copyright Page; Contents; Preface; Chapter I. Introduction; 1. Markov Processes; 2. Strong Markov Processes; 3. Stopped Processes; 4. Itô Processes; 5. Poisson Differential Equations; 6. Strong Diffusion Processes; 7. Martingales; Chapter II. Stochastic Stability; 1. Introduction; 2. Theorems. Continuous Parameter; 3. Examples; 4. Discrete Parameter Stability; 5. On the Construction of Stochastic Liapunov Functions; Chapter Ill. Finite Time Stability and First Exit Times; 1. Introduction; 2. Theorems; 3. Examples
,
Chapter IV. Optimal Stochastic Control1. Introduction; 2. Theorems; 3. Examples; 4. A Discrete Parameter Theorem; Capter V. The Design of Controls; 1. Introduction; 2. The Calculation of Controls Which Assure a Given Stability Property; 3. Design of Controls to Decrease the Cost; The Liapunov function approach to design; References; Author Index; Subject Index
,
English
Additional Edition:
ISBN 0-12-430150-9
Language:
English
