Rational Matrix Equations in Stochastic Control

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of sto...

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Další autoři: Damm, Tobias (Editor)
Médium: Livre numérique
Jazyk:Anglais
Vydáno: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Edice:Lecture notes in control and information sciences 297
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Edition sous un autre format:• Rational Matrix Equations in Stochastic Control, edited by Tobias Damm., Berlin, Springer, 2004, xv, 200 p., Lecture Notes in Control and Information Science, 3-540-20516-0
• Rational Matrix Equations in Stochastic Control, Texte imprimé, 9783662194836
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Shrnutí:This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Popis jednotky:Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
ISBN:9783540400011
ISSN:1610-7411
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