Stochastic Modeling and Control
eBook - PDF

Stochastic Modeling and Control

  1. 286 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Stochastic Modeling and Control

About this book

Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others. It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior.The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus. PhD students and researchers in stochastic control will find this book useful.

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Stochastic Modeling and Control by Ivan Ganchev Ivanov in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
IntechOpen
Year
2012
Print ISBN
9789535108306
eBook ISBN
9789535162711
Topic
Mathematics
Subtopic
Probability & Statistics
Index
Mathematics

Table of contents

  1. Stochastic Modeling and Control
  2. Contents
  3. Preface
  4. Chapter 1 Design of Estimation Algorithms from an Innovation Approach in Linear Discrete-Time Stochastic Systems with Uncertain Observations
  5. Chapter 2 On Guaranteed Parameter Estimation of Stochastic Delay Differential Equations by Noisy Observations
  6. Chapter 3 Coherent Upper Conditional Previsions Defined by Hausdorff Outer Measures to Forecast in Chaotic Dynamical Systems
  7. Chapter 4 Geometrical Derivation of Equilibrium Distributions in Some Stochastic Systems
  8. Chapter 5 Stochastic Modelling of Structural Elements
  9. Chapter 6 Singular Stochastic Control in Option Hedging with Transaction Costs
  10. Chapter 7 Stochastic Control for Jump Diffusions
  11. Chapter 8 Iterations for a General Class of Discrete-Time Riccati-Type Equations: A Survey and Comparison
  12. Chapter 9 Stochastic Observation Optimization on the Basis of the Generalized Probabilistic Criteria
  13. Chapter 10 Stochastic Control and Improvement of Statistical Decisions in Revenue Optimization Systems
  14. Chapter 11 Stochastic Based Simulations and Measurements of Some Objective Parameters of Acoustic Quality: Subjective Evaluation of Room Acoustic Quality with Acoustics Optimization in Multimedia Classroom (Analysis with Application)
  15. Chapter 12 Discrete-Time Stochastic Epidemic Models and Their Statistical Inference
  16. Chapter 13 Identifiability of Quantized Linear Systems