Stochastic Control
eBook - PDF

Stochastic Control

  1. 662 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Stochastic Control

About this book

Uncertainty presents significant challenges in the reasoning about and controlling of complex dynamical systems. To address this challenge, numerous researchers are developing improved methods for stochastic analysis. This book presents a diverse collection of some of the latest research in this important area. In particular, this book gives an overview of some of the theoretical methods and tools for stochastic analysis, and it presents the applications of these methods to problems in systems theory, science, and economics.

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 Control by Chris Myers in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
IntechOpen
Year
2010
Print ISBN
9789533071213
eBook ISBN
9789535159384
Topic
Mathematics
Subtopic
Applied Mathematics
Index
Mathematics

Table of contents

  1. Stochastic Control
  2. Contents
  3. Preface
  4. Chapter 1 The Fokker-Planck equation
  5. Chapter 2 The Itô calculus for a noisy dynamical system
  6. Chapter 3 Application of coloured noise as a driving force in the stochastic differential equations
  7. Chapter 4 Complexity and stochastic synchronization in coupled map lattices and cellular automata
  8. Chapter 5 Zero-sum stopping game associated with threshold probability
  9. Chapter 6 Stochastic independence with respect to upper and lower conditional probabilities defined by Hausdorff outer and inner measures
  10. Chapter 7 Design and experimentation of a large scale distributed stochastic control algorithm applied to energy management problems
  11. Chapter 8 Exploring Statistical Processes with Mathematica7
  12. Chapter 9 A learning algorithm based on PSO and L-M for parity problem
  13. Chapter 10 Improved State Estimation of Stochastic Systems via a New Technique of Invariant Embedding
  14. Chapter 11 Fuzzy identification of discrete time nonlinear stochastic systems
  15. Chapter 12 Fuzzy frequency response for stochastic linear parameter varying dynamic systems
  16. Chapter 13 Delay-dependent exponential stability and filtering for time-delay stochastic systems with nonlinearities
  17. Chapter 14 Optimal filtering for linear states over polynomial observations
  18. Chapter 15 The stochastic matched filter and its applications to detection and de-noising
  19. Chapter 16 Wireless fading channel models: from classical to stochastic differential equations
  20. Chapter 17 Information flow and causality quantification in discrete and continuous stochastic systems
  21. Chapter 18 Reduced-Order LQG Controller Design by Minimizing Information Loss
  22. Chapter 19 The synthesis problem of the optimum control for nonlinear stochastic structures in the multistructural systems and methods of its solution
  23. Chapter 20 Optimal design criteria for isolation devices in vibration control
  24. Chapter 21 Sensitivity analysis and stochastic modelling of the effective properties for reinforced elastomers
  25. Chapter 22 Stochastic improvement of structural design
  26. Chapter 23 Modelling earthquake ground motions by stochastic method
  27. Chapter 24 Quasi-self-similarity for laser-plasma interactions modelled with fuzzy scaling and genetic algorithms
  28. Chapter 25 Efficient Stochastic Simulation to Analyze Targeted Properties of Biological Systems
  29. Chapter 26 Stochastic Decision Support Models and Optimal Stopping Rules in a New Product Lifetime Testing
  30. Chapter 27 A non-linear double stochastic model of return in financial markets
  31. Chapter 28 Mean-variance hedging under partial information
  32. Chapter 29 Pertinence and information needs of different subjects on markets and appropriate operative (tactical or strategic) stochastic control approaches
  33. Chapter 30 Fractional bioeconomic systems: optimal control problems, theory and applications