Items related to Rational Matrix Equations in Stochastic Control (Lecture...

Rational Matrix Equations in Stochastic Control (Lecture Notes in Control and Information Sciences, 297) - Softcover

Damm, Tobias

 
9783540205166: Rational Matrix Equations in Stochastic Control (Lecture Notes in Control and Information Sciences, 297)

Synopsis

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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

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