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Controlled Stochastic Processes

Name: Controlled Stochastic Processes
Brand: Springer-Verlag New York Inc.
SKU: 02179556
Price: 51.25 EUR
Availability: InStock
Author: I. I. Gihman
ISBN: 9781461262046

I. I. Gihman

A. V. Skorohod

S. Kotz

Language

English

Book Paperback

Libristo code: 02179556

Publishers Springer-Verlag New York Inc., November 2011

The theory of controlled processes is one of the most recent mathematical theories to show very impo... Full description

Libristo code: 02179556

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51.25 €

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The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.

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About the book

Full name Controlled Stochastic Processes

Author I. I. Gihman, A. V. Skorohod, S. Kotz

Language

English

Binding Book - Paperback

Date of issue 2011

Number of pages 237

EAN 9781461262046

ISBN 1461262046

Libristo code 02179556

Publishers Springer-Verlag New York Inc.

Weight 385

Dimensions 155 x 235 x 14

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