000 03972nam a22004935i 4500
001 978-3-319-13239-6
003 DE-He213
005 20200421112046.0
007 cr nn 008mamaa
008 141126s2015 gw | s |||| 0|eng d
020 _a9783319132396
_9978-3-319-13239-6
024 7 _a10.1007/978-3-319-13239-6
_2doi
050 4 _aTJ212-225
072 7 _aTJFM
_2bicssc
072 7 _aTEC004000
_2bisacsh
082 0 4 _a629.8
_223
100 1 _aShaikhet, Leonid.
_eauthor.
245 1 0 _aOptimal Control of Stochastic Difference Volterra Equations
_h[electronic resource] :
_bAn Introduction /
_cby Leonid Shaikhet.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2015.
300 _aX, 220 p. 8 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aStudies in Systems, Decision and Control,
_x2198-4182 ;
_v17
505 0 _aStochastic Difference Volterra Equations and Some Auxiliary Statements -- Optimal Control -- Successive Approximations to the Optimal Control -- Optimal and Quasioptimal Stabilization -- Optimal Estimation -- Optimal Control of Stochastic Difference Volterra Equations by Incomplete Information.
520 _aThis 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 conditions for optimality in the control of the equations and constructs a feedback control scheme. The approximation of stochastic quasilinear Volterra equations with quadratic performance functionals is then considered. Optimal stabilization is discussed and the filtering problem formulated. Finally, two methods of solving the optimal control problem for partly observable linear stochastic processes, also with quadratic performance functionals, are developed. Integrating the author's own research within the context of the current state-of-the-art of research in difference equations, hereditary systems theory and optimal control, this book is addressed to specialists in mathematical optimal control theory and to graduate students in pure and applied mathematics and control engineering.
650 0 _aEngineering.
650 0 _aSystem theory.
650 0 _aCalculus of variations.
650 0 _aControl engineering.
650 1 4 _aEngineering.
650 2 4 _aControl.
650 2 4 _aSystems Theory, Control.
650 2 4 _aCalculus of Variations and Optimal Control; Optimization.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783319132389
830 0 _aStudies in Systems, Decision and Control,
_x2198-4182 ;
_v17
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-319-13239-6
912 _aZDB-2-ENG
942 _cEBK
999 _c56912
_d56912