Optimal Control of Stochastic Difference Volterra Equations: An Introduction (Studies in Systems, Decision and Control, 17)
Language: English
Published by Springer, 2016
Series: Book 11 of 378 - Studies in Systems, Decision and Control
- Softcover
- New
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
AbeBooks seller since March 25, 2015
Condition: New
US$ 133.61
Quantity: Over 20 available
Add to basketItem description from seller
In English.
Seller Inventory # ria9783319386065_new
- Title
- Optimal Control of Stochastic Difference Volterra Equations: An Introduction (Studies in Systems, Decision and Control, 17)
- Author
- Shaikhet, Leonid
- Publisher
- Springer
- Publication year
- 2016
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3319386069
- ISBN 13
- 9783319386065
- Item weight
- 452 grams
- Series
- Book 11 of 378: Studies in Systems, Decision and Control
This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools.
The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations.
Optimal Control of Stochastic Difference Volterra Equations commences with an historical introduction to the emergence of this type of equation with some additional mathematical preliminaries. It then deals with the necessary conditions for optimality in the control of the equations and constructs a feedback control scheme. The approximation of stochastic quasilinear Volterra equations with quadratic performance functionals is then considered. Optimal stabilization is discussed and the filtering problem formulated. Finally, two methods of solving the optimal control problem for partly observable linear stochastic processes, also with quadratic performance functionals, are developed.
Integrating the author’s own research within the context of the current state-of-the-art of research in difference equations, hereditary systems theory and optimal control, this book is addressed tospecialists in mathematical optimal control theory and to graduate students in pure and applied mathematics and control engineering.
"Synopsis" may belong to another edition of this title.
From the Back Cover
This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools.
The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations.
Optimal Control of Stochastic Difference Volterra Equations commences with an historical introduction to the emergence of this type of equation with some additional mathematical preliminaries. It then deals with the necessary conditions for optimality in the control of the equations and constructs a feedback control scheme. The approximation of stochastic quasilinear Volterra equations with quadratic performance functionals is then considered. Optimal stabilization is discussed and the filtering problem formulated. Finally, two methods of solving the optimal control problem for partly observable linear stochastic processes, also with quadratic performance functionals, are developed.
Integrating the author’s own research within the context of the current state-of-the-art of research in difference equations, hereditary systems theory and optimal control, this book is addressed tospecialists in mathematical optimal control theory and to graduate students in pure and applied mathematics and control engineering.
"About the title" may belong to another edition of this title.
Ria Christie Collections
Uxbridge, United Kingdom
AbeBooks seller since March 25, 2015
Shipping rates from United Kingdom to U.S.A.
| Item | 6 to 12 business days | 6 to 12 business days |
|---|---|---|
| First item | US$ 12.55 | US$ 12.55 |
Payment methods
Store description
Hello! Ria Christie Collections is an online venture that was initially set up in 2012 to sell books. We do not have a physical high street store. We are professional online booksellers. We only sell brand new books in perfect condition that we source from various suppliers and the publishers. Primarily, our aim is to provide an excellent service to all our customers. We always work as a team to achieve this. Our other objectives are to: 1. Ensure that all our products reach their destination quickly in a safe and secure manner 2. Answer to all our customer queries within 24 hours 3. Ensure that our customers are happy with their purchases 4. Provide all the items at a competitive price 5. Always listen to our customers Ria Christie Collections is not a registered company. It is a Sole Trader venture. Other key information is shown below: Contact Person Name: Rakesh Luchmun (Mr) Storefront Name: Ria Christie Collections Place of Establishment Address: Suite B; ARUN House; ARUN Building Arundel Road Uxbridge UB8 2RR United Kingdom E-Mail Address: riachristie@hotmail.co.uk VAT Number: GB 160 5650 25 We always work hard and aim to comply with all of Abebooks Policies. If you have any issues, please do not hesitate to write to us whether before or after a purchase. We promise to reply to you promptly and, in any case, within 24 hours. Thank you kindly! Yours sincerely Mr Rakesh Luchmun (Founder) and the Ria Christie Collections Team…
Specialty
Educational books, Textbooks, Fiction, Non- fictionSeller's business information
Ryefield Investments Limited
175 Pield Heath Road
Uxbridge, United Kingdom UB8 3NL
Terms of sale
All Returns and Refund are as per Abebooks policies.
Shipping terms
Orders usually ship within 2 business days. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required. Thank you!