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Stochastic Switching Systems
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Book Synopsis Stochastic Switching Systems by : El-Kébir Boukas
Download or read book Stochastic Switching Systems written by El-Kébir Boukas and published by Springer Science & Business Media. This book was released on 2007-05-24 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.
Book Synopsis Stochastic Switching Systems by : El-Kébir Boukas
Download or read book Stochastic Switching Systems written by El-Kébir Boukas and published by Springer Science & Business Media. This book was released on 2006 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.
Book Synopsis Saturated Switching Systems by : Abdellah Benzaouia
Download or read book Saturated Switching Systems written by Abdellah Benzaouia and published by Springer Science & Business Media. This book was released on 2012-03-30 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Saturated Switching Systems treats the problem of actuator saturation, inherent in all dynamical systems by using two approaches: positive invariance in which the controller is designed to work within a region of non-saturating linear behaviour; and saturation technique which allows saturation but guarantees asymptotic stability. The results obtained are extended from the linear systems in which they were first developed to switching systems with uncertainties, 2D switching systems, switching systems with Markovian jumping and switching systems of the Takagi-Sugeno type. The text represents a thoroughly referenced distillation of results obtained in this field during the last decade. The selected tool for analysis and design of stabilizing controllers is based on multiple Lyapunov functions and linear matrix inequalities. All the results are illustrated with numerical examples and figures many of them being modelled using MATLAB®. Saturated Switching Systems will be of interest to academic researchers in control systems and to professionals working in any of the many fields where systems are affected by saturation including: chemical and pharmaceutical batch processing, manufacturing (for example in steel rolling), air-traffic control, and the automotive and aerospace industries.
Book Synopsis Stochastic Models of Systems by : Vladimir S. Korolyuk
Download or read book Stochastic Models of Systems written by Vladimir S. Korolyuk and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph stochastic models of systems analysis are discussed. It covers many aspects and different stages from the construction of mathematical models of real systems, through mathematical analysis of models based on simplification methods, to the interpretation of real stochastic systems. The stochastic models described here share the property that their evolutionary aspects develop under the influence of random factors. It has been assumed that the evolution takes place in a random medium, i.e. unilateral interaction between the system and the medium. As only Markovian models of random medium are considered in this book, the stochastic models described here are determined by two processes, a switching process describing the evolution of the systems and a switching process describing the changes of the random medium. Audience: This book will be of interest to postgraduate students and researchers whose work involves probability theory, stochastic processes, mathematical systems theory, ordinary differential equations, operator theory, or mathematical modelling and industrial mathematics.
Book Synopsis Stochastic Differential Equations with Markovian Switching by : Xuerong Mao
Download or read book Stochastic Differential Equations with Markovian Switching written by Xuerong Mao and published by Imperial College Press. This book was released on 2006 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
Book Synopsis Stochastic Systems in Merging Phase Space by : Vladimir Semenovich Koroli?uk
Download or read book Stochastic Systems in Merging Phase Space written by Vladimir Semenovich Koroli?uk and published by World Scientific. This book was released on 2005 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.
Book Synopsis Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems by : Cheng-ke Zhang
Download or read book Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems written by Cheng-ke Zhang and published by Springer. This book was released on 2016-09-02 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
Book Synopsis Stochastic Analysis, Stochastic Systems, and Applications to Finance by : Allanus Hak-Man Tsoi
Download or read book Stochastic Analysis, Stochastic Systems, and Applications to Finance written by Allanus Hak-Man Tsoi and published by World Scientific. This book was released on 2011 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces some advanced topics in probability theories ? both pure and applied ? is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling.
Book Synopsis Stability and Stabilization of Linear Systems with Saturating Actuators by : Sophie Tarbouriech
Download or read book Stability and Stabilization of Linear Systems with Saturating Actuators written by Sophie Tarbouriech and published by Springer Science & Business Media. This book was released on 2011-08-13 with total page 441 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph details basic concepts and tools fundamental for the analysis and synthesis of linear systems subject to actuator saturation and developments in recent research. The authors use a state-space approach and focus on stability analysis and the synthesis of stabilizing control laws in both local and global contexts. Different methods of modeling the saturation and behavior of the nonlinear closed-loop system are given special attention. Various kinds of Lyapunov functions are considered to present different stability conditions. Results arising from uncertain systems and treating performance in the presence of saturation are given. The text proposes methods and algorithms, based on the use of linear programming and linear matrix inequalities, for computing estimates of the basin of attraction and for designing control systems accounting for the control bounds and the possibility of saturation. They can be easily implemented with mathematical software packages.
Book Synopsis Computational Problems in Science and Engineering by : Nikos Mastorakis
Download or read book Computational Problems in Science and Engineering written by Nikos Mastorakis and published by Springer. This book was released on 2015-10-26 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides readers with modern computational techniques for solving variety of problems from electrical, mechanical, civil and chemical engineering. Mathematical methods are presented in a unified manner, so they can be applied consistently to problems in applied electromagnetics, strength of materials, fluid mechanics, heat and mass transfer, environmental engineering, biomedical engineering, signal processing, automatic control and more.
Book Synopsis Analysis and Design for Positive Stochastic Jump Systems by : Wenhai Qi
Download or read book Analysis and Design for Positive Stochastic Jump Systems written by Wenhai Qi and published by Springer Nature. This book was released on 2022-09-19 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and design for positive stochastic jump systems. This is achieved by providing an in-depth study on several major topics such as stability, time delay, finite-time control, observer design, filter design, and fault detection for positive stochastic jump systems. The comprehensive and systematic treatment of positive systems is one of the major features of the book, which is particularly suited for readers who are interested to learn non-negative theory. By reading this book, the reader can obtain the most advanced analysis and design techniques for positive stochastic jump systems.
Book Synopsis Stochastic Analysis, Stochastic Systems, and Applications to Finance by : Allanus Hak-Man Tsoi
Download or read book Stochastic Analysis, Stochastic Systems, and Applications to Finance written by Allanus Hak-Man Tsoi and published by World Scientific. This book was released on 2011 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pt. I. Stochastic analysis and systems. 1. Multidimensional Wick-Ito formula for Gaussian processes / D. Nualart and S. Ortiz-Latorre. 2. Fractional white noise multiplication / A.H. Tsoi. 3. Invariance principle of regime-switching diffusions / C. Zhu and G. Yin -- pt. II. Finance and stochastics. 4. Real options and competition / A. Bensoussan, J.D. Diltz and S.R. Hoe. 5. Finding expectations of monotone functions of binary random variables by simulation, with applications to reliability, finance, and round robin tournaments / M. Brown, E.A. Pekoz and S.M. Ross. 6. Filtering with counting process observations and other factors : applications to bond price tick data / X. Hu, D.R. Kuipers and Y. Zeng. 7. Jump bond markets some steps towards general models in applications to hedging and utility problems / M. Kohlmann and D. Xiong. 8. Recombining tree for regime-switching model : algorithm and weak convergence / R.H. Liu. 9. Optimal reinsurance under a jump diffusion model / S. Luo. 10. Applications of counting processes and martingales in survival analysis / J. Sun. 11. Stochastic algorithms and numerics for mean-reverting asset trading / Q. Zhang, C. Zhuang and G. Yin
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
Book Synopsis Exploring Stochastic Laws by : A.V. Skorokhod
Download or read book Exploring Stochastic Laws written by A.V. Skorokhod and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Exploring Stochastic Laws".
Book Synopsis Theory of Hybrid Systems: Deterministic and Stochastic by : Mohamad S. Alwan
Download or read book Theory of Hybrid Systems: Deterministic and Stochastic written by Mohamad S. Alwan and published by Springer. This book was released on 2018-10-04 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first to present the application of the hybrid system theory to systems with EPCA (equations with piecewise continuous arguments). The hybrid system paradigm is a valuable modeling tool for describing a wide range of real-world applications. Moreover, although new technology has produced, and continues to produce highly hierarchical sophisticated machinery that cannot be analyzed as a whole system, hybrid system representation can be used to reduce the structural complexity of these systems. That is to say, hybrid systems have become a modeling priority, which in turn has led to the creation of a promising research field with several application areas. As such, the book explores recent developments in the area of deterministic and stochastic hybrid systems using the Lyapunov and Razumikhin–Lyapunov methods to investigate the systems’ properties. It also describes properties such as stability, stabilization, reliable control, H-infinity optimal control, input-to-state stability (ISS)/stabilization, state estimation, and large-scale singularly perturbed systems.
Book Synopsis Advances in Neural Networks - ISNN 2009 by : Wen Yu
Download or read book Advances in Neural Networks - ISNN 2009 written by Wen Yu and published by Springer. This book was released on 2009-05-21 with total page 1240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book and its companion volumes, LNCS vols. 5551, 5552 and 5553, constitute the proceedings of the 6th International Symposium on Neural Networks (ISNN 2009), held during May 26–29, 2009 in Wuhan, China. Over the past few years, ISNN has matured into a well-established premier international symposium on neural n- works and related fields, with a successful sequence of ISNN symposia held in Dalian (2004), Chongqing (2005), Chengdu (2006), Nanjing (2007), and Beijing (2008). Following the tradition of the ISNN series, ISNN 2009 provided a high-level inter- tional forum for scientists, engineers, and educators to present state-of-the-art research in neural networks and related fields, and also to discuss with international colleagues on the major opportunities and challenges for future neural network research. Over the past decades, the neural network community has witnessed tremendous - forts and developments in all aspects of neural network research, including theoretical foundations, architectures and network organizations, modeling and simulation, - pirical study, as well as a wide range of applications across different domains. The recent developments of science and technology, including neuroscience, computer science, cognitive science, nano-technologies and engineering design, among others, have provided significant new understandings and technological solutions to move the neural network research toward the development of complex, large-scale, and n- worked brain-like intelligent systems. This long-term goal can only be achieved with the continuous efforts of the community to seriously investigate different issues of the neural networks and related fields.
Book Synopsis Stochastic Hybrid Systems by : Christos G. Cassandras
Download or read book Stochastic Hybrid Systems written by Christos G. Cassandras and published by CRC Press. This book was released on 2018-10-03 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because they incorporate both time- and event-driven dynamics, stochastic hybrid systems (SHS) have become ubiquitous in a variety of fields, from mathematical finance to biological processes to communication networks to engineering. Comprehensively integrating numerous cutting-edge studies, Stochastic Hybrid Systems presents a captivating treatment of some of the most ambitious types of dynamic systems. Cohesively edited by leading experts in the field, the book introduces the theoretical basics, computational methods, and applications of SHS. It first discusses the underlying principles behind SHS and the main design limitations of SHS. Building on these fundamentals, the authoritative contributors present methods for computer calculations that apply SHS analysis and synthesis techniques in practice. The book concludes with examples of systems encountered in a wide range of application areas, including molecular biology, communication networks, and air traffic management. It also explains how to resolve practical problems associated with these systems. Stochastic Hybrid Systems achieves an ideal balance between a theoretical treatment of SHS and practical considerations. The book skillfully explores the interaction of physical processes with computerized equipment in an uncertain environment, enabling a better understanding of sophisticated as well as everyday devices and processes.
