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)
Категории:
Год:
1967
Издательство:
Academic Press
Язык:
english
Страницы:
177
ISBN 10:
0124301509
ISBN 13:
9780124301504
Файл:
DJVU, 882 KB
IPFS:
,
english, 1967