Stochastic Stability and Control
Kushner
From Contents: Introduction - Markov Processes, Ito Processes, Poisson Differential Equations; Stochastic Stability - Definitions, Liapunov function, Theorems, Continuous Parameter; Finite Time Stability and First Exit Times; Optimal Stochastic Control - Dynamic programming algorithm, Theorems, Examples; Design of Controls - Calculation that assure a given stability. (Description by http-mart)
Categorías:
Año:
1967
Editorial:
Academic Press
Idioma:
english
Páginas:
177
ISBN 10:
0124301509
ISBN 13:
9780124301504
Archivo:
PDF, 2.09 MB
IPFS:
,
english, 1967