Controlled Stochastic Processes

Language: English

Published by Springer, Copernicus, 2011

1461262046 / 9781461262046

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Druck auf Anfrage Neuware - Printed after ordering - The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.

Seller Inventory # 9781461262046

Title
Controlled Stochastic Processes
Author
I. I. Gihman
Publisher
Springer, Copernicus
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461262046
ISBN 13
9781461262046
Item weight
382 grams
Dimensions
235x155x14 mm

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