Control and System Theory of Discrete-Time Stochastic Systems, Van Schuppen Jan H.
Автор: Yan Wang; Cheng-Lin Liu; Zhi-Cheng Ji Название: Quantitative Analysis and Optimal Control of Energy Efficiency in Discrete Manufacturing System ISBN: 9811544611 ISBN-13(EAN): 9789811544613 Издательство: Springer Рейтинг: Цена: 139750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In order to analyze and optimize energy efficiency for discrete manufacturing systems, it uses real-time access to energy consumption information and models of the energy consumption, and constructs an energy efficiency quantitative index system.
Автор: van Schuppen Название: Control and System Theory of Discrete-Time Stochastic Systems ISBN: 3030669548 ISBN-13(EAN): 9783030669546 Издательство: Springer Рейтинг: Цена: 167700.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems.
Автор: Vasile Dragan; Toader Morozan; Adrian-Mihail Stoic Название: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems ISBN: 1441906290 ISBN-13(EAN): 9781441906298 Издательство: Springer Рейтинг: Цена: 135090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps. These subjects are typically covered independently.
Автор: Ding, Derui (department Of Control Science And Eng Название: Performance analysis and synthesis for discrete-time stochastic systems with network-enhanced complexities ISBN: 1138610011 ISBN-13(EAN): 9781138610019 Издательство: Taylor&Francis Рейтинг: Цена: 188850.00 T Наличие на складе: Нет в наличии. Описание: This book aims to provide a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics.
Автор: Hans Follmer, Alexander Schied Название: Stochastic Finance: An Introduction in Discrete Time ISBN: 311046344X ISBN-13(EAN): 9783110463446 Издательство: Walter de Gruyter Цена: 68120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents: Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures
Автор: Saldi, Naci. Название: Finite approximations in discrete-time stochastic control : ISBN: 3319790323 ISBN-13(EAN): 9783319790329 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.
This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Автор: Naci Saldi; Tam?s Linder; Serdar Y?ksel Название: Finite Approximations in Discrete-Time Stochastic Control ISBN: 3030077101 ISBN-13(EAN): 9783030077105 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountable state, measurement, and action spaces. It demonstrates how quantization provides a system-independent and constructive method for the reduction of a system with Borel spaces to one with finite state, measurement, and action spaces. In addition to this constructive view, the book considers both the information transmission approach for discretization of actions, and the computational approach for discretization of states and actions. Part I of the text discusses Markov decision processes and their finite-state or finite-action approximations, while Part II builds from there to finite approximations in decentralized stochastic control problems.
This volume is perfect for researchers and graduate students interested in stochastic controls. With the tools presented, readers will be able to establish the convergence of approximation models to original models and the methods are general enough that researchers can build corresponding approximation results, typically with no additional assumptions.
Автор: Satnesh Singh; S. Janardhanan Название: Discrete-Time Stochastic Sliding Mode Control Using Functional Observation ISBN: 303032799X ISBN-13(EAN): 9783030327996 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book extrapolates many of the concepts that are well defined for discrete-time deterministic sliding-mode control for use with discrete-time stochastic systems.
Автор: Singh Satnesh, Janardhanan S. Название: Discrete-Time Stochastic Sliding Mode Control Using Functional Observation ISBN: 3030328023 ISBN-13(EAN): 9783030328023 Издательство: Springer Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book extrapolates many of the concepts that are well defined for discrete-time deterministic sliding-mode control for use with discrete-time stochastic systems.
Автор: Yasumichi Hasegawa Название: Control Problems of Discrete-Time Dynamical Systems ISBN: 3642380573 ISBN-13(EAN): 9783642380570 Издательство: Springer Рейтинг: Цена: 95770.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This monograph deals with control problems of discrete-time dynamical systems that include linear and nonlinear input/output relations. It provides new results and their extensions which can also be applicable for nonlinear dynamical systems.
Автор: Hoai-Nam Nguyen Название: Constrained Control of Uncertain, Time-Varying, Discrete-Time Systems ISBN: 331902826X ISBN-13(EAN): 9783319028262 Издательство: Springer Рейтинг: Цена: 95770.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Focusing on groundbreaking interpolating control methods that are computationally simpler than model predictive control, particularly for high-order systems, this text includes a wealth of worked examples and a collection of adaptable MATLAB (R) script files.
Автор: Lixian Zhang; Yanzheng Zhu; Peng Shi; Qiugang Lu Название: Time-Dependent Switched Discrete-Time Linear Systems: Control and Filtering ISBN: 3319288490 ISBN-13(EAN): 9783319288499 Издательство: Springer Рейтинг: Цена: 121890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book focuses on the basic control and filtering synthesis problems for discrete-time switched linear systems under time-dependent switching signals.
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