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 Kushner
- Publisher
- Academic Press
- Year
- 1967
- Tongue
- English
- Leaves
- 177
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
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, Examples; Design of Controls - Calculation that assure a given stability. (Description by http-mart)
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