Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems - Image 1

£84.31

Springer Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Name: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Brand: Springer
Price: 84.31 GBP
Availability: InStock

Reference

This is the most expensive it has ever been. Walk away.

£84 today · previous high £84 · all-time low £71

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 71 days · 71 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 71 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £71 (69 days, 97.2%)

Price range: £71 - £84

Price levels: 2 different prices over 71 days

Description

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 148998447X
Category: Books > Subjects > Reference
Domain: Amazon UK
Release Date: 26 November 2014
Listed Since: 27 November 2014

Barcode

No barcode data available

Springer Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Mathematical Methods in Robust Control of Linear Stochastic Systems: 50 (Mathematical Concepts and Methods in Science and Engineering)

Stochastic Differential Inclusions and Applications: 80 (Springer Optimization and Its Applications, 80)

Advanced Mathematical Tools for Control Engineers: Volume 2: Stochastic Systems

Further Topics on Discrete-Time Markov Control Processes: 42 (Stochastic Modelling and Applied Probability, 42)

Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control: 161 (Lecture Notes in Control and Information Sciences, 161)

Continuous-Time Markov Jump Linear Systems (Probability and Its Applications)

Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach: 37 (Stochastic Modelling and Applied Probability, 37)

Discrete-Time Markov Control Processes: Basic Optimality Criteria: 30 (Stochastic Modelling and Applied Probability, 30)

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)

Iterative Learning Control with Passive Incomplete Information: Algorithms Design and Convergence Analysis

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics)

Birkhauser Stochastic Networked Control Systems Book

Controlled Markov Processes: 235 (Grundlehren der mathematischen Wissenschaften, 235)

Linear Stochastic Systems (Classics in Applied Mathematics)

Nonlinear Control and Filtering for Stochastic Networked Systems

Introduction to Stochastic Control Theory (Volume 70) (Mathematics in Science and Engineering, Volume 70)

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE: 29 (Fields Institute Monographs, 29)

Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification: 1 (Series in Contemporary Mathematics, 1)

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE: 29 (Fields Institute Monographs, 29)

Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations: 82 (Probability Theory and Stochastic Modelling, 82)