Stochastic stability and control / Harold J. Kushner.

Format:

Book

Author/Creator:

Kushner, Harold J. (Harold Joseph), 1933-

Series:

Mathematics in science and engineering

Mathematics in science and engineering, v.33

Language:

English

Subjects (All):

Control theory.

Lyapunov functions.

Markov processes.

Physical Description:

1 online resource (177 p.)

Place of Publication:

New York : Academic Press, 1967.

Language Note:

English

Summary:

Stochastic stability and control

Contents:

Front Cover; Stochastic Stability and Control; Copyright Page; Contents; Preface; Chapter I. Introduction; 1. Markov Processes; 2. Strong Markov Processes; 3. Stopped Processes; 4. Itô Processes; 5. Poisson Differential Equations; 6. Strong Diffusion Processes; 7. Martingales; Chapter II. Stochastic Stability; 1. Introduction; 2. Theorems. Continuous Parameter; 3. Examples; 4. Discrete Parameter Stability; 5. On the Construction of Stochastic Liapunov Functions; Chapter Ill. Finite Time Stability and First Exit Times; 1. Introduction; 2. Theorems; 3. Examples

Chapter IV. Optimal Stochastic Control1. Introduction; 2. Theorems; 3. Examples; 4. A Discrete Parameter Theorem; Capter V. The Design of Controls; 1. Introduction; 2. The Calculation of Controls Which Assure a Given Stability Property; 3. Design of Controls to Decrease the Cost; The Liapunov function approach to design; References; Author Index; Subject Index

Notes:

Description based upon print version of record.

Includes bibliography: p. 153-158.

ISBN:

1-282-29032-0

9786612290329

0-08-095540-1

OCLC:

519614897