Linear-Quadratic Controls in Risk-Averse Decision Making

Khanh D. Pham

ISBN 10: 1461450780 / ISBN 13: 9781461450788

Published by Springer New York Okt 2012, 2012

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems. 164 pp. Englisch.

Seller Inventory # 9781461450788

Bibliographic Details

• Title: Linear-Quadratic Controls in Risk-Averse Decision Making
• Publisher: Springer New York Okt 2012
• Publication Date: 2012
• Language: English
• ISBN 10: 1461450780
• ISBN 13: 9781461450788
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 10D millimeters 235 millimeters width by 155 millimeters height by 10 millimeters depth
• Weight: 260 grams

About this title

Synopsis

​​Linear-Quadratic Controls in Risk-Averse Decision Making   cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems.​

Review

From the reviews:

“This 150-page monograph published under the series: SpringerBriefs in Optimization, briefly addresses the three fields of optimal control, statistics and reliability based on the recent research of the author and other colleagues. ... This monograph is suitable senior level graduate students in applied mathematics and statistics, and controls (electrical and mechanical engineering). ... This volume is a welcome addition to the other books published on this topic ... .” (D. Subbaram Naidu, Amazon.com, March, 2014)