Stochastic Linear Regulator Problem in Optimal Control Theory

Stochastic Linear Regulator Problem in Optimal Control Theory


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description

Stochastic optimization problems are the study of dynamical systems subject to random perturbations which can be controlled in order to optimize some performance criterion. The research on control theory has developed considerably over last few years, inspired in particular by stochastic optimization problems emerging from mathematical nance. Problems involving linear dynamics and quadratic performance criteria are generally called linear regulator problems. The usual framework of control is the one given in probably the most studied control problem, the linear quadratic optimal control problem or the linear regulator problem, which deals with minimizing a performance index of a system governed by a set of dierential equations. The object of linear regulator control problems is to control the position of a certain process and at the same time, the force with which this process is being regulated, by punishing quadratic deviations from some targets of the process and the rate of regulation, respectively.

Product Specifications
SKU :COC24911
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-28
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