Rational Matrix Equations in Stochastic Control by Tobias Damm

Rational Matrix Equations in Stochastic Control

byTobias Damm

Paperback | January 23, 2004

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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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include 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 monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

Title:Rational Matrix Equations in Stochastic ControlFormat:PaperbackProduct dimensions:200 pages, 9.25 X 6.1 X 0 inShipping dimensions:200 pages, 9.25 X 6.1 X 0 inPublished:January 23, 2004Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3540205160

ISBN - 13:9783540205166

Appropriate for ages: All ages

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Table of Contents

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.