Control theory in stochastic systems

Description: Description Grade Excellent+++++This book provides a detailed explanation of system theory based on mathematics-based systems theory in electrical, mechanical, and process systems based on stochastic systems governed by Ito's stochastic differential equations, and its application to dynamic games. There is.★Main table of contents★1. Mathematical preparation1.1 Properties of vectors and matrices1.2 Quadratic forms and differentiation1.3 Differentiation of matrices1.4 Optimization1.5 Lyapunov stability theory1.6 Optimal regulator1.7 Lyapunov algebraic equation1.8 H∞ control1.9 Linear matrix inequality: LMI1.10 Summary2. Stochastic process theory2.1 Stochastic process2.2 Stability of stochastic system2.3 Simulation techniques2.4 Summary3. Continuous and discrete time linear stochastic systems3.1 Continuous time linear stochastic system3.2 Discrete-time linear stochastic system3.3 Summary4. Numerical calculation algorithm4.1 Riccati algebraic equation4.2 Stochastic Riccati algebraic equation4.3 Simultaneous stochastic Riccati algebraic equations4.4 Numerical calculation algorithm for discrete Markov jump probability system4.5 Summary5. Markov jump probability system5.1 Stabilization of continuous-time Markov jump stochastic system5.2 Optimal regulator problem for continuous-time Markov jump stochastic systems5.3 Stabilization of discrete-time Markov jump stochastic systems5.4 Optimal regulator problem for discrete-time Markov jump stochastic systems5.5 Summary6. Nonlinear stochastic system6.1 Stability6.2 Optimal regulator problem6.3 H∞ control6.4 Numerical solution6.5 Summary7. Application to dynamic game theory7.1 Pareto optimal strategy7.2 Nash equilibrium strategy7.3 Stackelberg equilibrium strategy7.4 min-max strategy: saddle point equilibrium7.5 Summary Appearance/Included ItemThis is Japan Import, written in Japanese Language.The product is pre-owned/used and may have some signs of use, age, scratches, dirt, etc. aside from the pictures, but there are no major problems in reading/viewing the book.Please be reminded to refer the photos for details of accessories. Please note that there may be missing obis or appendices. Grading Scale Pre-owned/ Unopened Pre-owned, but never used before. Mint High quality – A few times usage Excellent+++++ fairly good condition with signs of use and scratches. Excellent Average product with considerable signs of use and scratches. Fair Below average quality with some special notes. Poor Poor condition, but operative condition. Junk Junk item /Inoperative condition. 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Location: Tokyo

End Time: 2025-01-30T01:14:51.000Z

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