Tobias Damm

Rational Matrix Equations in Stochastic Control

• Broschiertes Buch

Produktbeschreibung

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.

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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Lecture Notes in Control and Information Sciences 297
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-20516-6
• 2004
• Seitenzahl: 220
• Erscheinungstermin: 23. Januar 2004
• Englisch
• Abmessung: 235mm x 155mm x 13mm
• Gewicht: 352g
• ISBN-13: 9783540205166
• ISBN-10: 3540205160
• Artikelnr.: 12509413

Autorenporträt

Tobias Damm, Braunschweig, Germany

Inhaltsangabe

From the contents:
Introduction.- Aspects of stochastic control theory.- Optimal stabilization of linear stochastic systems.- Linear mappings on ordered vector spaces.- Newtons method.- Solution of the Riccati equation.