Linear-Quadratic Controls in Risk-Averse Decision Making

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Publisher : Springer Science & Business Media
ISBN 13 : 1461450780
Total Pages : 157 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Linear-Quadratic Controls in Risk-Averse Decision Making by : Khanh D. Pham

Download or read book Linear-Quadratic Controls in Risk-Averse Decision Making written by Khanh D. Pham and published by Springer Science & Business Media. This book was released on 2012-10-23 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​​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.​

Resilient Controls for Ordering Uncertain Prospects

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Publisher : Springer
ISBN 13 : 3319087053
Total Pages : 222 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Resilient Controls for Ordering Uncertain Prospects by : Khanh D. Pham

Download or read book Resilient Controls for Ordering Uncertain Prospects written by Khanh D. Pham and published by Springer. This book was released on 2014-09-05 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing readers with a detailed examination of resilient controls in risk-averse decision, this monograph is aimed toward researchers and graduate students in applied mathematics and electrical engineering with a systems-theoretic concentration. This work contains a timely and responsive evaluation of reforms on the use of asymmetry or skewness pertaining to the restrictive family of quadratic costs that have been appeared in various scholarly forums. Additionally, the book includes a discussion of the current and ongoing efforts in the usage of risk, dynamic game decision optimization and disturbance mitigation techniques with output feedback measurements tailored toward the worst-case scenarios. This work encompasses some of the current changes across uncertainty quantification, stochastic control communities, and the creative efforts that are being made to increase the understanding of resilient controls. Specific considerations are made in this book for the application of decision theory to resilient controls of the linear-quadratic class of stochastic dynamical systems. Each of these topics are examined explicitly in several chapters. This monograph also puts forward initiatives to reform both control decisions with risk consequences and correct-by-design paradigms for performance reliability associated with the class of stochastic linear dynamical systems with integral quadratic costs and subject to network delays, control and communication constraints.

Dynamics of Information Systems

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Publisher : Springer
ISBN 13 : 3319100467
Total Pages : 210 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Dynamics of Information Systems by : Chrysafis Vogiatzis

Download or read book Dynamics of Information Systems written by Chrysafis Vogiatzis and published by Springer. This book was released on 2014-10-14 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributions of this volume stem from the “Fifth International Conference on the Dynamics of Information Systems” held in Gainesville, FL in February 2013, and discuss state-of the-art techniques in handling problems and solutions in the broad field of information systems. Dynamics of Information Systems: Computational and Mathematical Challenges presents diverse aspects of modern information systems with an emphasis on interconnected network systems and related topics, such as signal and message reconstruction, network connectivity, stochastic network analysis, cyber and computer security, community and cohesive structures in complex networks. Information systems are a vital part of modern societies. They are essential to our daily actions, including social networking, business and bank transactions, as well as sensor communications. The rapid increase in these capabilities has enabled us with more powerful systems, readily available to sense, control, disperse, and analyze information.

Optimal Decisions under Uncertainty

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Publisher : Springer Science & Business Media
ISBN 13 : 3642877206
Total Pages : 166 pages
Book Rating : 4.6/5 (428 download)

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Book Synopsis Optimal Decisions under Uncertainty by : J.K. Sengupta

Download or read book Optimal Decisions under Uncertainty written by J.K. Sengupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of optimal decisions in a stochastic environment has seen many new developments in recent years. The implications of such theory for empirical and policy applications are several. This book attempts to analyze some of the impor tant applied aspects of this theory and its recent developments. The stochastic environment is considered here in specific form, e.g., (a) linear programs (LP) with parameters subject to a probabilistic mechanism, (b) decision models with risk aversion, (c) resource allocation in a team, and (d) national economic planning. The book attempts to provide new research insights into several areas, e.g., (a) mixed strategy solutions and econometric tests of hypotheses of LP models, (b) the dual problems of efficient estimation and optimal regulation, (c) input-output planning under imperfect competition, and (d) linear programs viewed as constrained statistical games. Methods of optimal decision rules developed here for quadratic and linear decision problems are applicable in three broad areas: (a) applied economic models in resource allocation, planning and team decision, (b) operations research models in management decisions involving portfolio analysis and stochastic programming, and (c) systems science models in stochastic control and adaptive behavior. Some results reported here have been published in professional journals be-. fore, and I would like to thank the following journals in particular: Inter national Journal of Systems Science, Journal of Optimization Theory and Applica tions and Journal of Mathematical Analysis and Applications.

Dynamics of Information Systems: Algorithmic Approaches

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Publisher : Springer Science & Business Media
ISBN 13 : 1461475821
Total Pages : 347 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Dynamics of Information Systems: Algorithmic Approaches by : Alexey Sorokin

Download or read book Dynamics of Information Systems: Algorithmic Approaches written by Alexey Sorokin and published by Springer Science & Business Media. This book was released on 2013-08-23 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamics of Information Systems: Algorithmic Approaches presents recent developments and results found by participants of the Fourth International Conference on the Dynamics of Information Systems, which took place at the University of Florida, Gainesville FL, USA on February 20-22, 2012. The purpose of this conference was to bring together scientists and engineers from industry, government, and universities to exchange knowledge and results in a broad range of topics relevant to the theory and practice of the dynamics of information systems.​​​Dynamics of Information plays an increasingly critical role in our society. The influence of information on social, biological, genetic, and military systems must be better understood to achieve large advances in the capability and understanding of these systems. Applications are widespread and include: detection of terrorist networks, design of highly efficient businesses, computer networks, quantum entanglement, genome modeling, multi-robotic systems, and industrial and manufacturing safety. The book contains state-of-the-art work on theory and practice relevant to the dynamics of information systems. It covers algorithmic approaches to numerical computations with infinite and infinitesimal numbers; presents important problems arising in service-oriented systems, such as dynamic composition and analysis of modern service-oriented information systems and estimation of customer service times on a rail network from GPS data; addresses the complexity of the problems arising in stochastic and distributed systems; and discusses modulating communication for improving multi-agent learning convergence. Network issues—in particular minimum-risk maximum-clique problems, vulnerability of sensor networks, influence diffusion, community detection, and link prediction in social network analysis, as well as a comparative analysis of algorithms for transmission network expansion planning—are described in later chapters.

Dynamics of Information Systems: Mathematical Foundations

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Publisher : Springer Science & Business Media
ISBN 13 : 146143906X
Total Pages : 374 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Dynamics of Information Systems: Mathematical Foundations by : Alexey Sorokin

Download or read book Dynamics of Information Systems: Mathematical Foundations written by Alexey Sorokin and published by Springer Science & Business Media. This book was released on 2012-08-04 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent developments and results found by participants of the Third International Conference on the Dynamics of Information Systems, which took place at the University of Florida, Gainesville FL, USA on February 16-18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and universities to exchange knowledge and results in a broad range of topics relevant to the theory and practice of the dynamics of information systems. Dynamics of Information plays an increasingly critical role in our society. The influence of information on social, biological, genetic, and military systems must be better understood to achieve large advances in the capability and understanding of these systems. Applications are widespread and include: research in evolutionary theory, optimization of information workflow, military applications, climate networks, collision work, and much more. Dynamics of Information plays an increasingly critical role in our society. The influence of information on social, biological, genetic, and military systems must be better understood to achieve large advances in the capability and understanding of these systems. Applications are widespread and include: research in evolutionary theory, optimization of information workflow, military applications, climate networks, collision work, and much more.

Trends in Control and Decision-Making for Human–Robot Collaboration Systems

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Author :
Publisher : Springer
ISBN 13 : 3319405330
Total Pages : 424 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Trends in Control and Decision-Making for Human–Robot Collaboration Systems by : Yue Wang

Download or read book Trends in Control and Decision-Making for Human–Robot Collaboration Systems written by Yue Wang and published by Springer. This book was released on 2017-01-24 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of recent research developments in the automation and control of robotic systems that collaborate with humans. A measure of human collaboration being necessary for the optimal operation of any robotic system, the contributors exploit a broad selection of such systems to demonstrate the importance of the subject, particularly where the environment is prone to uncertainty or complexity. They show how such human strengths as high-level decision-making, flexibility, and dexterity can be combined with robotic precision, and ability to perform task repetitively or in a dangerous environment. The book focuses on quantitative methods and control design for guaranteed robot performance and balanced human experience from both physical human-robot interaction and social human-robot interaction. Its contributions develop and expand upon material presented at various international conferences. They are organized into three parts covering: one-human–one-robot collaboration; one-human–multiple-robot collaboration; and human–swarm collaboration. Individual topic areas include resource optimization (human and robotic), safety in collaboration, human trust in robot and decision-making when collaborating with robots, abstraction of swarm systems to make them suitable for human control, modeling and control of internal force interactions for collaborative manipulation, and the sharing of control between human and automated systems, etc. Control and decision-making algorithms feature prominently in the text, importantly within the context of human factors and the constraints they impose. Applications such as assistive technology, driverless vehicles, cooperative mobile robots, manufacturing robots and swarm robots are considered. Illustrative figures and tables are provided throughout the book. Researchers and students working in controls, and the interaction of humans and robots will learn new methods for human–robot collaboration from this book and will find the cutting edge of the subject described in depth.

Uncertainty in Economic Theory

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Author :
Publisher : Psychology Press
ISBN 13 : 9780415324946
Total Pages : 584 pages
Book Rating : 4.3/5 (249 download)

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Book Synopsis Uncertainty in Economic Theory by : Itzhak Gilboa

Download or read book Uncertainty in Economic Theory written by Itzhak Gilboa and published by Psychology Press. This book was released on 2004 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This is the first collection to include chapters on this topic, and it can thus serve as an introduction to researchers who are new to the field as well as a graduate course textbook. With this goal in mind, the book contains survey introductions that are aimed at a graduate level student, and help explain the main ideas, and put them in perspective."--BOOK JACKET.

Dynamic Modelling and Control of National Economies 1989

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Publisher : Elsevier
ISBN 13 : 1483298825
Total Pages : 599 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Dynamic Modelling and Control of National Economies 1989 by : N.M. Christodoulakis

Download or read book Dynamic Modelling and Control of National Economies 1989 written by N.M. Christodoulakis and published by Elsevier. This book was released on 2014-06-28 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Symposium aimed at analysing and solving the various problems of representation and analysis of decision making in economic systems starting from the level of the individual firm and ending up with the complexities of international policy coordination. The papers are grouped into subject areas such as game theory, control methods, international policy coordination and the applications of artificial intelligence and experts systems as a framework in economic modelling and control. The Symposium therefore provides a wide range of important information for those involved or interested in the planning of company and national economics.

Uncertainty Within Economic Models

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Publisher : World Scientific
ISBN 13 : 9814578134
Total Pages : 483 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Uncertainty Within Economic Models by : Lars Peter Hansen

Download or read book Uncertainty Within Economic Models written by Lars Peter Hansen and published by World Scientific. This book was released on 2014-09-09 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.

Recent Advances in Research on Unmanned Aerial Vehicles

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Publisher : Springer
ISBN 13 : 3642376940
Total Pages : 211 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Recent Advances in Research on Unmanned Aerial Vehicles by : Fariba Fahroo

Download or read book Recent Advances in Research on Unmanned Aerial Vehicles written by Fariba Fahroo and published by Springer. This book was released on 2013-04-10 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: A team of launched and coordinated Unmanned aerial vehicles (UAVs), requires advanced technologies in sensing, communication, computing, and control to improve their intelligence and robustness towards autonomous operations. To enhance reliability, robustness, and mission capability of a team of UAVs, a system-oriented and holistic approach is desirable in which all components and subsystems are considered in terms of their roles and impact on the entire system. This volume aims to summarize the recent progress, identify challenges and opportunities, and develop new methodologies and systems on coordinated UAV control. A group of experts working in this area have contributed to this volume in several related aspects of autonomous control of networked UAVs. Their papers introduce new control methodologies, algorithms, and systems that address several important issues in developing intelligent, autonomous or semi-autonomous, networked systems for the next generation of UAVs. The papers share a common focus on improved coordination of the members of the networked system to accomplish a common mission, to achieve heightened capability in system reconfiguration to compensate for lost members or connections, and to enhance robustness against terrain complications and attacks.

Adversarial Reasoning

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Publisher : CRC Press
ISBN 13 : 1420011014
Total Pages : 365 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Adversarial Reasoning by : Alexander Kott

Download or read book Adversarial Reasoning written by Alexander Kott and published by CRC Press. This book was released on 2006-07-20 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rising tide of threats, from financial cybercrime to asymmetric military conflicts, demands greater sophistication in tools and techniques of law enforcement, commercial and domestic security professionals, and terrorism prevention. Concentrating on computational solutions to determine or anticipate an adversary's intent, Adversarial Reasoning:

Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics

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Publisher : Springer Science & Business Media
ISBN 13 : 0817647953
Total Pages : 368 pages
Book Rating : 4.8/5 (176 download)

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Book Synopsis Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics by : Chang-Hee Won

Download or read book Advances in Statistical Control, Algebraic Systems Theory, and Dynamic Systems Characteristics written by Chang-Hee Won and published by Springer Science & Business Media. This book was released on 2010-07-08 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of chapters covering recent advances in stochastic optimal control theory and algebraic systems theory. The book will be a useful reference for researchers and graduate students in systems and control, algebraic systems theory, and applied mathematics. Requiring only knowledge of undergraduate-level control and systems theory, the work may be used as a supplementary textbook in a graduate course on optimal control or algebraic systems theory.

Introduction to Stochastic Programming

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Publisher : Springer Science & Business Media
ISBN 13 : 1461402379
Total Pages : 500 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Introduction to Stochastic Programming by : John R. Birge

Download or read book Introduction to Stochastic Programming written by John R. Birge and published by Springer Science & Business Media. This book was released on 2011-06-15 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

Information and Efficiency in Economic Decision

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Publisher : Springer Science & Business Media
ISBN 13 : 9400950535
Total Pages : 478 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Information and Efficiency in Economic Decision by : Jati Sengupta

Download or read book Information and Efficiency in Economic Decision written by Jati Sengupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Use of information is basic to economic theory in two ways. As a basis for optimization, it is central to all normative hypotheses used in eco nomics, but in decision-making situations it has stochastic and evolution ary aspects that are more dynamic and hence more fundamental. This book provides an illustrative survey of the use of information in econom ics and other decision sciences. Since this area is one of the most active fields of research in modern times, it is not possible to be definitive on all aspects of the issues involved. However questions that appear to be most important in this author's view are emphasized in many cases, without drawing any definite conclusions. It is hoped that these questions would provoke new interest for those beginning researchers in the field who are currently most active. Various classifications of information structures and their relevance for optimal decision-making in a stochastic environment are analyzed in some detail. Specifically the following areas are illustrated in its analytic aspects: 1. Stochastic optimization in linear economic models, 2. Stochastic models in dynamic economics with problems of time-inc- sistency, causality and estimation, 3. Optimal output-inventory decisions in stochastic markets, 4. Minimax policies in portfolio theory, 5. Methods of stochastic control and differential games, and 6. Adaptive information structures in decision models in economics and the theory of economic policy.

Journal of Economic Dynamics & Control

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Publisher :
ISBN 13 :
Total Pages : 830 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Journal of Economic Dynamics & Control by :

Download or read book Journal of Economic Dynamics & Control written by and published by . This book was released on 1990 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Decision Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3642516750
Total Pages : 629 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Econometric Decision Models by : Josef Gruber

Download or read book Econometric Decision Models written by Josef Gruber and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 629 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a refereed selection of revised papers which were originally presented at the Second International Conference on Econometric Decision Models, University of Hagen (FernUni versitat). The conference was held in Haus Nordhelle, a meeting place in the mountainous area " Sauerland" , some 50 kilometers south of Hagen, on August 29 - September 1, 1989. Some details about this conference are given in the first paper, they need not be repeated here. The 40 papers included in this volume are organized in 10 "parts", shown in the table of contents. Included are such "fashionable" topics like "optimal control", "cointegration" and "rational expec tations models". In each part, the papers have been arranged alphabetically by author, unless there were good reasons for a different arrangement. To facilitate the decision making of the readers, all papers (except a few short ones) contain an abstract, a list of keywords and a table of contents. At the end of the proceedings volume, there is a list of authors. More than ten years ago, I began to organize meetings of econometricians, mainly called "seminar" or " colloquium". One major purpose of these meetings has always been to improve international cooperation of econometric model builders (and model users) from "the East" and "the West". Unprecedented changes to the better have taken place recently ("perestroika"). For a large fraction of participants from the Soviet Union, the 1989 conference was the first conference in a Western country.