Overview
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with applications in several branches of engineering and in areas of the social sciences concerned with policy analysis and prescription. With the increase in computational capacity and the ability to collect and process huge quantities of data, an explosion of work in the area has been engendered. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, learning, and robotics. It is ideal for students previously acquainted with probability theory and stochastic processes, who wish to learn more on decision making with uncertainty, and can be used as a course textbook for advanced undergraduate or first year graduate students.
Full Product Details
Author: P. R. Kumar (Texas A & M University) ,
Pravin Varaiya (University of California, Berkeley)
Publisher: Society for Industrial & Applied Mathematics,U.S.
Imprint: Society for Industrial & Applied Mathematics,U.S.
Volume: 75
Dimensions:
Width: 15.20cm
, Height: 1.90cm
, Length: 22.70cm
Weight: 0.520kg
ISBN: 9781611974256
ISBN 10: 1611974259
Pages: 378
Publication Date: 25 February 2016
Audience:
College/higher education
,
Professional and scholarly
,
Postgraduate, Research & Scholarly
,
Undergraduate
Format: Paperback
Publisher's Status: Active
Availability: In Print
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Author Information
P. R. Kumar is currently a University Distinguished Professor and holds the College of Engineering Chair in Computer Engineering at Texas A&M University. His research is focused on energy systems, wireless networks, secure networking, automated transportation, and cyberphysical systems. Kumar is a member of the US National Academy of Engineering and a Fellow of the World Academy of Sciences, ACM, and IEEE. Pravin Varaiya is a Professor of the Graduate School in the Department of Electrical Engineering and Computer Sciences at the University of California, Berkeley. His current research focuses on transportation networks and electric power systems. He is a Fellow of IEEE and the American Academy of Arts and Sciences, and a member of the US National Academy of Engineering. He is on the editorial board of Transportation Letters and has co-authored four books, most recently, Dynamics and Control of Trajectory Tubes (2014).
