书目名称 | Optimal Control of Stochastic Difference Volterra Equations |
副标题 | An Introduction |
编辑 | Leonid Shaikhet |
视频video | |
概述 | Expands upon the study of hereditary systems.Defines and describes a class of equations popular in modelling systems from many academic disciplines.Emphasises and explains the uses of optimal estimati |
丛书名称 | Studies in Systems, Decision and Control |
图书封面 |  |
描述 | .This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools..The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations..Optimal Control of Stochastic Difference Volterra Equations. commences with an historical introduction to the emergence of this type of equation with some additional mathematical preliminaries. It then deals with the necessary condit |
出版日期 | Book 2015 |
关键词 | Difference Volterra Equations; Optimal Control; Optimal Estimation; Optimal Stabilization; Stochastic He |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-319-13239-6 |
isbn_softcover | 978-3-319-38606-5 |
isbn_ebook | 978-3-319-13239-6Series ISSN 2198-4182 Series E-ISSN 2198-4190 |
issn_series | 2198-4182 |
copyright | Springer International Publishing Switzerland 2015 |