Stochastic Stability and Control
Published on 14. May 2014
177 pages
978-0-08-095540-7 (ISBN)
Description
Stochastic Stability and Control
More details
Series
Language
English
Place of publication
San Diego
United States
ISBN-13
978-0-08-095540-7 (9780080955407)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Harold J. Kushner
Stochastic Stability and Control
Book
08/1967
3rd Edition
Academic Press
€68.09
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Content
- Front Cover
- Stochastic Stability and Control
- Copyright Page
- Contents
- Preface
- Chapter I. Introduction
- 1. Markov Processes
- 2. Strong Markov Processes
- 3. Stopped Processes
- 4. Itô Processes
- 5. Poisson Differential Equations
- 6. Strong Diffusion Processes
- 7. Martingales
- Chapter II. Stochastic Stability
- 1. Introduction
- 2. Theorems. Continuous Parameter
- 3. Examples
- 4. Discrete Parameter Stability
- 5. On the Construction of Stochastic Liapunov Functions
- Chapter Ill. Finite Time Stability and First Exit Times
- 1. Introduction
- 2. Theorems
- 3. Examples
- Chapter IV. Optimal Stochastic Control
- 1. Introduction
- 2. Theorems
- 3. Examples
- 4. A Discrete Parameter Theorem
- Capter V. The Design of Controls
- 1. Introduction
- 2. The Calculation of Controls Which Assure a Given Stability Property
- 3. Design of Controls to Decrease the Cost
- The Liapunov function approach to design
- References
- Author Index
- Subject Index
