Ebook: Controlled Stochastic Processes
- Tags: Mathematics general
- Year: 1979
- Publisher: Springer-Verlag New York
- Edition: 1
- Language: English
- pdf
The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.
Content:
Front Matter....Pages i-vii
Discrete-Parameter Controlled Stochastic Processes....Pages 1-78
Continuous-Time Control Processes....Pages 79-115
Controlled Stochastic Differential Equations....Pages 116-226
Back Matter....Pages 227-237
Content:
Front Matter....Pages i-vii
Discrete-Parameter Controlled Stochastic Processes....Pages 1-78
Continuous-Time Control Processes....Pages 79-115
Controlled Stochastic Differential Equations....Pages 116-226
Back Matter....Pages 227-237
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