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Rational Matrix Equations in Stochastic Control : Lecture Notes in Control and Information Sciences, - Tobias Damm

Rational Matrix Equations in Stochastic Control

Lecture Notes in Control and Information Sciences,

Paperback

Published: 1st May 2004
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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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

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
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9783540205166
ISBN-10: 3540205160
Series: Lecture Notes in Control and Information Sciences,
Audience: General
Format: Paperback
Language: English
Number Of Pages: 200
Published: 1st May 2004
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.11 x 15.49  x 1.27
Weight (kg): 0.36