This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for th…
"This book copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, first one discusses the finite-horizon filtering, fault estima…
"This book copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, first one discusses the finite-horizon filtering, fault estima…
"This book copes with the filter design, fault estimation and reliable control problems for different classes of nonlinear stochastic time-varying systems with network-enhanced complexities. Divided into three parts, first one discusses the finite-horizon filtering, fault estima…
![Stochastic H[subscript 2]/H[subscript infinity] control](https://covers.openlibrary.org/b/isbn/9781315117706-M.jpg?default=false)
"The H? control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H? control, and studies more complex and practically useful mixed H2/H? controller synthesis rather than the pure H? control. Different …
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theo…
Here is a rigorous introduction to solution methods of stochastic control problems for jump diffusions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a section on optimal stopping with delayed informa…