Rational matrix equations in stochastic control

Zugl.: Bremen, Univ., Diss., 2002

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Bibliographische Detailangaben
1. Verfasser:	Damm, Tobias (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	Berlin, Heidelberg u.a. Springer 2004
Schriftenreihe:	Lecture notes in control and information sciences 297
Schlagworte:	Stochastic control theory > Matrices > Hochschulschrift > Stochastische Kontrolltheorie > Stabilität > Matrizengleichung > Ljapunov-Gleichung > Algebraische Riccati-Gleichung > Newton-Verfahren > Resolvente > Positiver Operator > Stochastische optimale Kontrolle
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Beschreibung
Zusammenfassung:	Zugl.: Bremen, Univ., Diss., 2002 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treatment of rational matrix equations in stochastic systems, including various aspects of the field,previously unpublished results and explicit examples.Topicsinclude modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control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 monographis intendedfor researchers, graduate students and engineers in control theory and applied linear algebra. TOC: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
Beschreibung:	Includes bibliographical references and index
Beschreibung:	XV, 200 S graph. Darst.
ISBN:	9783540205166 978-3-540-20516-6 3540205160 3-540-20516-0