Optimal Control of Stochastic Difference Volterra Equations

Language: English

Published by Springer, Palgrave Macmillan Dez 2014, 2014

3319132385 / 9783319132389

Series: Book 11 of 378 - Studies in Systems, Decision and Control

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 232 pp. Englisch.

Seller Inventory # 9783319132389

Title
Optimal Control of Stochastic Difference Volterra Equations
Author
Leonid Shaikhet
Publisher
Springer, Palgrave Macmillan Dez 2014
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3319132385
ISBN 13
9783319132389
Item weight
518 grams
Dimensions
241x160x19 mm
Series
Book 11 of 378: Studies in Systems, Decision and Control

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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