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portada rational matrix equations in stochastic control
Type
Physical Book
Publisher
Author
Language
English
Pages
203
ISBN
3540205160
ISBN13
9783540205166
Categories

rational matrix equations in stochastic control

Damm (Author) · Springer · Physical Book

rational matrix equations in stochastic control - damm

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Synopsis "rational matrix equations in stochastic control"

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

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