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Wednesday, July 22, 2020 | History

2 edition of Stochastic stability and control found in the catalog.

Stochastic stability and control

Harold J. Kushner

Stochastic stability and control

by Harold J. Kushner

  • 267 Want to read
  • 9 Currently reading

Published by Academic Press in New York .
Written in English

    Subjects:
  • Control theory.,
  • Lyapunov functions.,
  • Markov processes.

  • Edition Notes

    Bibliography: p. 153-158.

    Statement[by] Harold J. Kushner.
    SeriesMathematics in science and engineering,, v. 33, Mathematics in science and engineering ;, v. 33.
    Classifications
    LC ClassificationsQA402.3 .K8 1967
    The Physical Object
    Paginationxiv, 161 p.
    Number of Pages161
    ID Numbers
    Open LibraryOL5541967M
    LC Control Number67019845

    Markov Chains and Stochastic Stability by S.P. Meyn, R.L. Tweedie. Publisher: Springer ISBN/ASIN: Number of pages: Description: This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control theory. stochastic stability (outline of presentation) stochastic dynamic discrete time equation recall lyapunov method. stochastic convergence concepts. martingales and supermartingales. richard bucy’s paper (overview) review (from ’s book) of stochastic stability theorems. examples applications.

      * Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. * Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections. STABILITY ANALYSIS FOR STOCHASTIC PROGRAMS Werner ROMISCH and Riidiger SCHULTZ Humboldt-Universitiit Berlin, Sektion Mathematik, P.O. Box , D BerBn, Germany For stochastic programs with recourse and with (several joint) probabilistic constraints.

    dynamics. In [7], mean square exponential stability analysis and static state feedback control design for stochastic systems with state-dependent control noise are studied. The same authors, using state feedback control, developed robust stabilization results for .   Necessary and sufficient conditions for stochastic stability (SS) and mean square stability (MSS) of continuous-time linear systems subject to Markovian jumps in the parameters and additive disturbances are by:


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Stochastic stability and control by Harold J. Kushner Download PDF EPUB FB2

Search in this book series. Stochastic Stability and Control. Edited by Harold J. Kushner. Vol Pages v-xi, () Download full volume. Previous volume. IV / Optimal Stochastic Control Pages Download PDF.

Chapter preview. select article V / The Design of Controls. The book contains an exposition of the stochastic Liapunov function approach to the study of Markov processes. The numerous applications of the approach to control theory are considered. Much of the material is new and is expected to be as important to Markov process and stochastic control theory as the ordinary Liapunov theory is to ordinary differential equations and control theory.

Stochastic stability and control. New York, Academic Press, (OCoLC) Material Type: Internet resource: Document Type: Book, Internet Resource: All Authors / Contributors: Harold J Kushner.

Markov Chains and Stochastic Stability by S.P. Meyn and R.L. Tweedie (Originally published by Springer-Verlag, This version compiled September, ) Suggested citation: S.P.

Meyn and R.L. Tweedie (), Markov chains and stochastic stability. Springer-Verlag, London. Stochastic stability and control. [Harold Joseph Kushner] Home.

WorldCat Home About WorldCat Help. Search. Search for Library Items Search for Lists Search for Book: All Authors / Contributors: Harold Joseph Kushner. Find more information about: ISBN: OCLC Number. Stochastic control, the control of random processes, has become increasingly more important to the systems analyst and engineer.

The Second IFAC Symposium on Stochastic Control represents current thinking on all aspects of stochastic control, both theoretical and practical, and as such represents a further advance in the understanding of such. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems.

Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods.

Characterization and study of information channels leading. The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book.

It covers basic theory as well as computational techniques for handling the stochastic stability of systems from mathematical, physical and biological problems. This book reports on the latest findings in the study of Stochastic Neural Networks (SNN). The book collects the novel model of the disturbance driven by Levy process, the research method of M-matrix, and the adaptive control method of the SNN in the context of stability and synchronization : Springer Berlin Heidelberg.

Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A.

Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete.

We have developed substantial structural results for ψ-irreducible Markov chains in Part I of this book. Part II is devoted to stability results of ever-increasing strength for such chains. The first book that covers information structures, stabilization and performance analysis in networked control systems; Reports original research results, including the concept of random-time stochastic drift and recent developments in optimal quantizer design for centralized and decentralized systems.

Book Excerpts: This book describes the modern theory of general state space Markov chains, and the application of that theory to operations research, time series analysis, and systems and control is intended as an advanced graduate text in any of these areas, as well as being a research monograph incorporating a new and thorough treatment of the stability of general Markov chains.

Purchase Stochastic Stability and Control, Volume 33 - 1st Edition. Print Book & E-Book. ISBNBook Edition: 1. Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W.

Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. area of Markov chain theory and application has matured over the past 20 years into something more accessible and complete. Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W.

Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over the past 20 years into. Key developments in optimal control and the dynamic programming principle, existence of optimal controls under complete and partial observations, nonlinear filtering, stochastic stability, the.

A thorough, self-contained book, Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints aims to connect these diverse disciplines with precision and rigor, while conveying design guidelines to controller architects.

Unique in the literature, it lays a comprehensive theoretical foundation for the study Author: Serdar Yüksel, Tamer Başar. Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system.

The system designer assumes, in a Bayesian probability-driven fashion, that random noise with known probability distribution affects the evolution and observation of the state variables.

() On input-to-state-stability and integral input-to-state-stability for parabolic boundary control systems. IEEE 55th Conference on Decision and Control (CDC), () Generalized average dwell time approach to stability and input-to-state stability of hybrid impulsive stochastic differential by:.

The asymptotical and practical stability in probability of stochastic control systems by means of feedback laws is provided. The main results of this work enable us to derive the sufficient conditions for the existence of control Lyapunov function that play a leading role in the existence of stabilizing feedback laws.

Particularly, the sufficient conditions for practical stability in Cited by: 3.Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique which not only affects applications, but also the development of the theory itself.

The impact of the theory on specific models is discussed in detail. (source: Nielsen Book Data).Books shelved as stochastic-processes: Introduction to Stochastic Processes by Gregory F. Lawler, Adventures in Stochastic Processes by Sidney I. Resnick.