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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Edice: | Lecture notes in control and information sciences
297 |
| Témata: | |
| On-line přístup: | Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| 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 |
Obsah:
- Introduction
- Aspects of stochastic control theory
- Optimal stabilization of linear stochastic systems
- Linear mappings on ordered vector spaces
- Newtons method
- Solution of the Riccati equation.