Rational Matrix Equations in Stochastic Control
Author:   Tobias Damm
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2004 ed.
Volume:   297
ISBN:  

9783540205166


Pages:   200
Publication Date:   23 January 2004
Format:   Paperback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Our Price $340.56 Quantity:  
Add to Cart

Share |

Rational Matrix Equations in Stochastic Control


Overview

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

Full Product Details

Author:   Tobias Damm
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2004 ed.
Volume:   297
Dimensions:   Width: 15.60cm , Height: 1.20cm , Length: 23.40cm
Weight:   0.349kg
ISBN:  

9783540205166


ISBN 10:   3540205160
Pages:   200
Publication Date:   23 January 2004
Audience:   General/trade ,  Professional and scholarly ,  General ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

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.

Reviews

Author Information

Tab Content 6

Author Website:  

Countries Available

All regions
Latest Reading Guide

NOV RG 20252

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now