Modeling, Stochastic Control, Optimization, and Applications

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Publisher : Springer
ISBN 13 : 3030254984
Total Pages : 593 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Modeling, Stochastic Control, Optimization, and Applications by : George Yin

Download or read book Modeling, Stochastic Control, Optimization, and Applications written by George Yin and published by Springer. This book was released on 2019-07-16 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.

Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain

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Publisher : Springer Nature
ISBN 13 : 3031221826
Total Pages : 212 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain by : Xiaoli Luan

Download or read book Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain written by Xiaoli Luan and published by Springer Nature. This book was released on 2023-02-13 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides robust analysis and synthesis tools for Markovian jump systems in the finite-time domain with specified performances. It explores how these tools can make the systems more applicable to fields such as economic systems, ecological systems and solar thermal central receivers, by limiting system trajectories in the desired bound in a given time interval. Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain focuses on multiple aspects of finite-time stability and control, including: finite-time H-infinity control; finite-time sliding mode control; finite-time multi-frequency control; finite-time model predictive control; and high-order moment finite-time control for multi-mode systems and also provides many methods and algorithms to solve problems related to Markovian jump systems with simulation examples that illustrate the design procedure and confirm the results of the methods proposed. The thorough discussion of these topics makes the book a useful guide for researchers, industrial engineers and graduate students alike, enabling them systematically to establish the modeling, analysis and synthesis for Markovian jump systems in the finite-time domain.

Risk-Sensitive Optimal Control

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Publisher :
ISBN 13 :
Total Pages : 266 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Risk-Sensitive Optimal Control by : Peter Whittle

Download or read book Risk-Sensitive Optimal Control written by Peter Whittle and published by . This book was released on 1990-05-11 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two major themes of this book are risk-sensitive control and path-integral or Hamiltonian formulation. It covers risk-sensitive certainty-equivalence principles, the consequent extension of the conventional LQG treatment and the path-integral formulation.

Deterministic and Stochastic Optimal Control

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Publisher : Springer Science & Business Media
ISBN 13 : 1461263808
Total Pages : 231 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Deterministic and Stochastic Optimal Control by : Wendell H. Fleming

Download or read book Deterministic and Stochastic Optimal Control written by Wendell H. Fleming and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 231 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti mum, existence and regularity theorems for optimal controls, and the method of dynamic programming. The beginning reader may find it useful first to learn the main results, corollaries, and examples. These tend to be found in the earlier parts of each chapter. We have deliberately postponed some difficult technical proofs to later parts of these chapters. In the second part of the book we give an introduction to stochastic optimal control for Markov diffusion processes. Our treatment follows the dynamic pro gramming method, and depends on the intimate relationship between second order partial differential equations of parabolic type and stochastic differential equations. This relationship is reviewed in Chapter V, which may be read inde pendently of Chapters I-IV. Chapter VI is based to a considerable extent on the authors' work in stochastic control since 1961. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle.

Conjugate Duality and Optimization

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Publisher : SIAM
ISBN 13 : 9781611970524
Total Pages : 80 pages
Book Rating : 4.9/5 (75 download)

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Book Synopsis Conjugate Duality and Optimization by : R. Tyrrell Rockafellar

Download or read book Conjugate Duality and Optimization written by R. Tyrrell Rockafellar and published by SIAM. This book was released on 1974-01-01 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.

Proceedings of 2023 Chinese Intelligent Systems Conference

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Publisher : Springer Nature
ISBN 13 : 9819968860
Total Pages : 850 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Proceedings of 2023 Chinese Intelligent Systems Conference by : Yingmin Jia

Download or read book Proceedings of 2023 Chinese Intelligent Systems Conference written by Yingmin Jia and published by Springer Nature. This book was released on 2023-11-05 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 19th Chinese Intelligent Systems Conference, CISC 2023, which was held during October 14–15, 2023, in Ningbo, Zhejiang, China. The book focuses on new theoretical results and techniques in the field of intelligent systems and control. This is achieved by providing in-depth studies of a number of important topics such as multi-agent systems, complex networks, intelligent robots, complex systems theory and swarm behavior, event-driven and data-driven control, robust and adaptive control, big data and brain science, process control, intelligent sensors and detection technology, deep learning and learning control, navigation and control of aerial vehicles, and so on. The book is particularly suitable for readers interested in learning intelligent systems and control and artificial intelligence. The book can benefit researchers, engineers and graduate students.

Discrete-Time Markov Jump Linear Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1846280826
Total Pages : 287 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis Discrete-Time Markov Jump Linear Systems by : O.L.V. Costa

Download or read book Discrete-Time Markov Jump Linear Systems written by O.L.V. Costa and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 702 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Filtering for Stochastic Processes with Applications to Guidance

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821837825
Total Pages : 240 pages
Book Rating : 4.8/5 (378 download)

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Book Synopsis Filtering for Stochastic Processes with Applications to Guidance by : Richard S. Bucy

Download or read book Filtering for Stochastic Processes with Applications to Guidance written by Richard S. Bucy and published by American Mathematical Soc.. This book was released on 2005 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition preserves the original text of 1968, with clarification and added references. From the Preface to the Second Edition: ``Since the First Edition of this book, numerous important results have appeared--in particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and tocomment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now.''

Control and Dynamic Systems V28

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Publisher : Elsevier
ISBN 13 : 0323162681
Total Pages : 363 pages
Book Rating : 4.3/5 (231 download)

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Book Synopsis Control and Dynamic Systems V28 by : C.T. Leonides

Download or read book Control and Dynamic Systems V28 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory in Applications, Volume 28: Advances in Algorithms and Computational Techniques in Dynamic Systems Control, Part 1 of 3 discusses developments in algorithms and computational techniques for control and dynamic systems. This book presents algorithms and numerical techniques used for the analysis and control design of stochastic linear systems with multiplicative and additive noise. It also discusses computational techniques for the matrix pseudoinverse in minimum variance reduced-order filtering and control; decomposition technique in multiobjective discrete-time dynamic problems; computational techniques in robotic systems; reduced complexity algorithm using microprocessors; algorithms for image-based tracking; and modeling of linear and nonlinear systems. This volume will be an important reference source for practitioners in the field who are looking for techniques with significant applied implications.

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

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Publisher : Springer Science & Business Media
ISBN 13 : 1461442869
Total Pages : 219 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE by : Nizar Touzi

Download or read book Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE written by Nizar Touzi and published by Springer Science & Business Media. This book was released on 2012-09-25 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case.​

New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 3540708022
Total Pages : 228 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems by : Michael Basin

Download or read book New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems written by Michael Basin and published by Springer Science & Business Media. This book was released on 2008-09-23 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: 0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments. The most famous result, the Kalman-Bucy ?lter [42], is related to the case of linear state and observation equations, where only two moments, the estimate itself and its variance, form a closed system of ?ltering equations. However, the optimal nonlinear ?nite-dimensional ?lter can be - tained in some other cases, if, for example, the state vector can take only a ?nite number of admissible states [91] or if the observation equation is linear and the drift term in the 2 2 state equation satis?es the Riccati equation df /dx + f = x (see [15]). The complete classi?cation of the “general situation” cases (this means that there are no special - sumptions on the structure of state and observation equations and the initial conditions), where the optimal nonlinear ?nite-dimensional ?lter exists, is given in [95].

Optimal Control

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Publisher : Courier Corporation
ISBN 13 : 0486457664
Total Pages : 465 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis Optimal Control by : Brian D. O. Anderson

Download or read book Optimal Control written by Brian D. O. Anderson and published by Courier Corporation. This book was released on 2007-02-27 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory from an engineering viewpoint, with illustrations of practical applications. Key topics include loop-recovery techniques, frequency shaping, and controller reduction. Numerous examples and complete solutions. 1990 edition.

Markets with Transaction Costs

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Publisher : Springer Science & Business Media
ISBN 13 : 3540681213
Total Pages : 306 pages
Book Rating : 4.5/5 (46 download)

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Book Synopsis Markets with Transaction Costs by : Yuri Kabanov

Download or read book Markets with Transaction Costs written by Yuri Kabanov and published by Springer Science & Business Media. This book was released on 2009-12-04 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is the first monograph on this highly important subject.

Introduction to Stochastic Control Theory

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Publisher : Courier Corporation
ISBN 13 : 0486445313
Total Pages : 322 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis Introduction to Stochastic Control Theory by : Karl J. Åström

Download or read book Introduction to Stochastic Control Theory written by Karl J. Åström and published by Courier Corporation. This book was released on 2006-01-06 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unabridged republication of the edition published by Academic Press, 1970.

Finite-Time Stability: An Input-Output Approach

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Publisher : John Wiley & Sons
ISBN 13 : 1119140528
Total Pages : 184 pages
Book Rating : 4.1/5 (191 download)

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Book Synopsis Finite-Time Stability: An Input-Output Approach by : Francesco Amato

Download or read book Finite-Time Stability: An Input-Output Approach written by Francesco Amato and published by John Wiley & Sons. This book was released on 2018-10-08 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, covering issues of analysis, design and robustness The interest in finite-time control has continuously grown in the last fifteen years. This book systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, with specific reference to linear time-varying systems and hybrid systems. It discusses analysis, design and robustness issues, and includes applications to real world engineering problems. While classical FTS has an important theoretical significance, IO-FTS is a more practical concept, which is more suitable for real engineering applications, the goal of the research on this topic in the coming years. Key features: Includes applications to real world engineering problems. Input-output finite-time stability (IO-FTS) is a practical concept, useful to study the behavior of a dynamical system within a finite interval of time. Computationally tractable conditions are provided that render the technique applicable to time-invariant as well as time varying and impulsive (i.e. switching) systems. The LMIs formulation allows mixing the IO-FTS approach with existing control techniques (e. g. H∞ control, optimal control, pole placement, etc.). This book is essential reading for university researchers as well as post-graduate engineers practicing in the field of robust process control in research centers and industries. Topics dealt with in the book could also be taught at the level of advanced control courses for graduate students in the department of electrical and computer engineering, mechanical engineering, aeronautics and astronautics, and applied mathematics.

Applied Mechanics Reviews

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Publisher :
ISBN 13 :
Total Pages : 628 pages
Book Rating : 4.:/5 (26 download)

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Book Synopsis Applied Mechanics Reviews by :

Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1974 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: