From Contents: Introduction - Markov Processes, Ito Processes, Poisson Differential Equations; Stochastic Stability - Definitions, Liapunov function, Theorems, Continuous Parameter; Finite Time Stability and First Exit Times; Optimal Stochastic Control - Dynamic programming algorithm, Theorems, Exam
Stochastic Stability and Control
β Scribed by Harold J. Kushner (Eds.)
- Publisher
- Academic Press, Elsevier
- Year
- 1967
- Leaves
- 167
- Series
- Mathematics in Science and Engineering 33
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Content:
Edited By
Page v
Copyright page
Page vi
Dedication
Page vii
Preface
Pages ix-xi
Harold J. Kushner
I / Introduction
Pages 1-26
II / Stochastic Stability
Pages 27-76
III / Finite Time Stability and First Exit Times
Pages 77-101
IV / Optimal Stochastic Control
Pages 102-142
V / The Design of Controls
Pages 143-152
References Review Article
Pages 153-158
Author Index
Page 159
Subject Index
Pages 160-161
π SIMILAR VOLUMES
From Contents: Introduction - Markov Processes, Ito Processes, Poisson Differential Equations; Stochastic Stability - Definitions, Liapunov function, Theorems, Continuous Parameter; Finite Time Stability and First Exit Times; Optimal Stochastic Control - Dynamic programming algorithm, Theorems, Exam
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