Articles liés à Rational Matrix Equations in Stochastic Control

Rational Matrix Equations in Stochastic Control - Couverture souple

Damm, Tobias

 
9783540205166: Rational Matrix Equations in Stochastic Control

Synopsis

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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